Linear stochastic systems with constant coefficients. A statistical approach
Characteristic functions; other transforms (60E10) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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- Robust estimators and probability integral transformations
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- Multivariate CARMA processes
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
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- Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space
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