The following pages link to Byoung-Seon Choi (Q1380593):
Displayed 34 items.
- Item:Q1380593 (redirect page) (← links)
- Multivariate maximum entropy spectrum (Q689322) (← links)
- On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors (Q803691) (← links)
- ARMA model identification (Q1189575) (← links)
- On the symmetric bilateral AR processes (Q1305275) (← links)
- A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models (Q1380594) (← links)
- Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space (Q1398036) (← links)
- General method to solve the heat equation (Q1619045) (← links)
- Emergence of heavy-tailed skew distributions from the heat equation (Q1620425) (← links)
- Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions (Q1775980) (← links)
- Levinson-Durbin algorithm as a Szegö polynomial recursion (Q1855621) (← links)
- On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748) (← links)
- Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods (Q2139944) (← links)
- General solution of the Black-Scholes boundary-value problem (Q2153203) (← links)
- General solutions of the heat equation (Q2164817) (← links)
- On the recursive solution of the normal equations of bilateral multivariate autoregressive models (Q2723623) (← links)
- An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models (Q2732844) (← links)
- A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process (Q3135383) (← links)
- The asymptotic joint distribution of the correlation determinant estimates of an arma process (Q3135507) (← links)
- On the asymptotic distributions of the r and s arrays for identifying an arma process (Q3135524) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3354942) (← links)
- A time-domain interpretation of the KL spectrum (Q3354972) (← links)
- An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.) (Q3713450) (← links)
- Conditional limit theorems under Markov conditioning (Q3764957) (← links)
- (Q4016860) (← links)
- Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process (Q4201984) (← links)
- Solving 2-d wiener filtering problem using the block cholesky decomposition (Q4241674) (← links)
- (Q4247930) (← links)
- THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS (Q4540609) (← links)
- On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field (Q4541742) (← links)
- Modeling 2-D AR Processes With Various Regions of Support (Q4564497) (← links)
- (Q4851493) (← links)
- A fundamental theorem of algebra, spectral factorization, and stability of two-dimensional systems (Q5353764) (← links)
- Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane (Q5353825) (← links)