Pages that link to "Item:Q797554"
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The following pages link to Linear stochastic systems with constant coefficients. A statistical approach (Q797554):
Displaying 50 items.
- Linear Sobolev type equations with relatively \(p\)-sectorial operators in space of ``noises'' (Q304935) (← links)
- Linear Sobolev type equations with relatively \(p\)-radial operators in space of ``noises'' (Q346943) (← links)
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- Probability bounds and asymptotic properties of error propagation (Q594556) (← links)
- A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion) (Q596950) (← links)
- Robust estimators and probability integral transformations (Q596967) (← links)
- The application of the separation principle for the linear continuous systems with coloured noise (Q805588) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
- Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space (Q913369) (← links)
- Prediction and filtration of a partially observed vector ARMA system of first order (Q1064999) (← links)
- On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes) (Q1092577) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
- Convergence of random step lines to Ornstein-Uhlenbeck-type processes (Q1286603) (← links)
- Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes (Q1323603) (← links)
- Numerical solutions of linear stochastic differential equations (Q1324320) (← links)
- The distribution of estimates of parameters of multidimensional stationary AR processes (Q1324380) (← links)
- Hellinger transform of Gaussian autoregressive processes (Q1324401) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Detection of gross errors by the Chauvenet test for observations connected in a homogeneous Markov chain (Q1336099) (← links)
- New statistical investigations of the Ornstein-Uhlenbeck process. (Q1416277) (← links)
- Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (Q1416416) (← links)
- D-optimal designs for complex Ornstein-Uhlenbeck processes (Q1643798) (← links)
- Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
- On parameter estimation of the hidden Ornstein-Uhlenbeck process (Q1755125) (← links)
- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589) (← links)
- The estimate of potential in stochastic Schrödinger's equation (Q1842814) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Some properties of the Hellinger transform and its application in classification problems (Q1921212) (← links)
- Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638) (← links)
- On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process (Q2008619) (← links)
- On localization of source by hidden Gaussian processes with small noise (Q2042283) (← links)
- Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514) (← links)
- On parameter estimation of the hidden Gaussian process in perturbed SDE (Q2219225) (← links)
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations (Q2489769) (← links)
- Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
- On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations (Q2643294) (← links)
- (Q4691869) (← links)
