The following pages link to (Q5778368):
Displaying 19 items.
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Introduction to the special issue on statistical signal extraction and filtering (Q959301) (← links)
- Statistical signal extraction using stable processes (Q1012209) (← links)
- Robust prediction and interpolation for vector stationary processes (Q1075686) (← links)
- Qualitative robustness in time series (Q1095546) (← links)
- Robust Wiener filters (Q1245807) (← links)
- Signal extraction: experimental evidence (Q2021551) (← links)
- Stationary determinantal processes on \({\mathbb{Z}}^d\) with \(N\) labeled objects per site. I: Basic properties and full domination (Q2042039) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- Stability of trigonometric approximation in \(L^p\) and applications to prediction theory (Q2150324) (← links)
- Some extensions of linear approximation and prediction problems for stationary processes (Q2274280) (← links)
- A new method for constructing invariant subspaces (Q2370772) (← links)
- Über die Struktur stationärer zufälliger Funktionen (Q2648605) (← links)
- Linear rigidity of stationary stochastic processes (Q4683840) (← links)
- Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences (Q5012856) (← links)
- Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup> (Q5111843) (← links)
- Functional lagged regression with sparse noisy observations (Q5135326) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
