The following pages link to (Q4229228):
Displayed 14 items.
- Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model (Q2260854) (← links)
- Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model (Q2786943) (← links)
- An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
- Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model (Q2944734) (← links)
- Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(\mathbb {T})$, $p\geq 1$ (Q2944744) (← links)
- Cross-correlogram estimators of impulse response functions (Q2960459) (← links)
- Accuracy and reliability of a model of an isotropic and homogeneous Gaussian random field in the space $C(\mathbb {T})$ (Q3120629) (← links)
- Properties of strictly $\varphi $-sub-Gaussian quasi-shot-noise processes (Q3386928) (← links)
- Conditions for the sample continuity with probability one for square-Gaussian stochastic processes (Q3387876) (← links)
- A Lecture About the Use of Orlicz Spaces in Information Geometry (Q5021899) (← links)
- Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process (Q5218380) (← links)
- Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model (Q5351671) (← links)
- The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Q5351672) (← links)
- (Q5381131) (← links)