The following pages link to Georgi N. Boshnakov (Q429608):
Displaying 50 items.
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- Multi-companion matrices (Q92814) (← links)
- Analytic expressions for predictive distributions in mixture autoregressive models (Q109791) (← links)
- A periodic Levinson-Durbin algorithm for entropy maximization (Q429609) (← links)
- (Q588688) (redirect page) (← links)
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Singular value decomposition of multi-companion matrices (Q886143) (← links)
- An effective numerical method to compute the moments of the completion time of Markov reward models (Q1125048) (← links)
- Alternatives to Monte-Carlo simulation evaluations of two multisensor fusion algorithms (Q1129665) (← links)
- Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
- Parallel direct method of optimal adaptive estimation for discrete linear systems (Q1281070) (← links)
- Conditionally optimal filtering and recognition of signals in stochastic differential systems (Q1284311) (← links)
- Concerning an adaptive algorithm for detecting disharmonies in random sequences (Q1287237) (← links)
- Systems for control of tests for broadband random vibration: Two approaches to the design of algorithms (Q1287272) (← links)
- Adaptive prediction under control (Q1287300) (← links)
- Prediction capabilities of Boolean and stack filters for lossless image compression (Q1289152) (← links)
- Extended intrumental variable method: Recurrent algorithms (Q1290679) (← links)
- Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations (Q1298247) (← links)
- A bidimensional optimal landing problem (Q1298277) (← links)
- (Q1369092) (redirect page) (← links)
- A new approach to adaptive robust joint detection and estimation of discrete-time signals (Q1369093) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- (Q1382485) (redirect page) (← links)
- The asymptotic covariance matrix of the multivariate serial correlations (Q1382486) (← links)
- Theoretical and applied aspects of synthesis of multistructural schemes of recurrent informational processing in navigational systems of aircraft (Q1387066) (← links)
- Measuring trends in U. S. income inequality. Theory and applications (Q1389379) (← links)
- On a certain approach to ``risk-in-risk'' estimator (Q1390666) (← links)
- Kalman filtering of a space-time Markov random field (Q1411000) (← links)
- Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering) (Q1417121) (← links)
- Confidence characteristics of distributions. (Q1423161) (← links)
- Measuring business cycles in economic time series (Q1590285) (← links)
- Optimal prediction with memory (Q1599055) (← links)
- Nonlinear filtering of convex sets of probability distributions (Q1611808) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- Cauchy problem for least-squares estimation with semidegenerate covariance (Q1808498) (← links)
- Bartlett's formulae -- closed forms and recurrent equations (Q1817407) (← links)
- On a guaranteed estimation of autoregressive parameters for an unknown variance of noise (Q1914113) (← links)
- Exact solution of the estimation problem for one class of nonlinear systems (Q1921561) (← links)
- Large-sample analysis of MUSIC and min-norm direction estimators in the presence of model errors (Q1922610) (← links)
- A weighted view on the partial least-squares algorithm (Q1977038) (← links)
- Robust filtering with guaranteed energy-to-peak performance -- \({\mathcal LMI}\) approach (Q1977039) (← links)
- Bayesian analysis of mixture autoregressive models covering the complete parameter space (Q2155024) (← links)
- On the asymptotic properties of multivariate sample autocovariances (Q2486171) (← links)
- Some measures for asymmetry of distributions (Q2643383) (← links)
- Introduction to Time Series Analysis and Forecasting, 2nd Edition, Wiley Series in Probability and Statistics, by Douglas C.Montgomery, Cheryl L.Jennings and MuratKulahci (eds). Published by John Wiley and Sons, Hoboken, NJ, USA, 2015. Total number of pag (Q2830686) (← links)
- Maximum entropy models for general lag patterns (Q2930906) (← links)
- Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients (Q3077658) (← links)
- (Q3759759) (← links)
- (Q3817434) (← links)
- Sufficient statistics for arma models with some fixed parameters (Q3842918) (← links)
