Stochastic processes and statistical inference
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Cites work
- An Explicit Representation of a Stationary Gaussian Process
- Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
- scientific article; zbMATH DE number 3016199 (Why is no real title available?)
- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- scientific article; zbMATH DE number 3054885 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- scientific article; zbMATH DE number 3105656 (Why is no real title available?)
- Korrelationstheorie der stationären stochastischen Prozesse
- On Integration in Vector Spaces
- On the ergodicity of a certain stationary process
- On two formulations of the theory of stochastic processes depending upon a continuous parameter
- Stochastic processes and integral equations
- The behavior of measure and measurability under change of scale in Wiener space
- The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
- The Elementary Gaussian Processes
Cited in
(32)- Sampling distribution for a class of estimators for nonregular linear processes
- A result on the stability of linear differential equations with random coefficients
- Harmonizable processes and inference: Unbiased prediction for stochastic flows
- Mixture inner product spaces and their application to functional data analysis
- A partition Dirichlet process model for functional data analysis
- A test for heteroscedasticity in functional linear models
- On the expected Betti numbers of the nodal set of random fields
- Abstract Lebesgue-Radon-Nikodym theorems
- On empirical spectral analysis of stochastic processes
- On Toeplitz forms and stationary processes
- Influence of unknown exterior samples on interpolated values for band-limited images
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
- Several forecast models applied to a specific economic time series
- Toward a Kernel-Based Uncertainty Decomposition Framework for Data and Models
- Least energy approximation for processes with stationary increments
- A bayesian signal detection procedure for scale‐space random fields
- Some inference theorems in stochastic processes
- A Regression Problem Concerning Stationary Processes
- On linear statistical problems in stochastic processes
- The Admissible Mean Values of a Stochastic Process
- Series cronologicas estacionarias
- The problem of inductive inference
- Ratio tests under limiting normality
- The primary process of a smoothing relation
- Optimal designs in regression with correlated errors
- The primary process of a smoothing relation
- Modeling sparse longitudinal data on Riemannian manifolds
- Wasserstein Regression
- Beltrami fields exhibit knots and chaos almost surely
- Functional linear and single-index models: a unified approach via Gaussian Stein identity
- A conversation with Murray Rosenblatt
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