The following pages link to Vincent Monsan (Q1128332):
Displaying 10 items.
- Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
- Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939) (← links)
- Discrete periodic sampling with jitter and almost periodically correlated processes (Q2475286) (← links)
- Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time (Q2683002) (← links)
- (Q3088445) (← links)
- Poisson sampling for spectral estimation in periodically correlated processes (Q4311220) (← links)
- Minimum distance estimator for a hyperbolic stochastic partial differentialequation (Q4523003) (← links)
- RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES (Q4715808) (← links)
- ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON (Q5069476) (← links)
- (Q5691580) (← links)
