The Elementary Gaussian Processes

Cited in

(70)

Gaussian random sequences with local interaction
Random Gaussian Markov sequences with values in a Hilbert space
Generalized Gaussian fields with local communication
Acausal models and balanced realizations of stationary processes
A Markov property for Gaussian processes with a multidimensional parameter
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
Embedding in law of discrete time ARMA processes in continuous time stationary processes
Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
On 1/f noise
Coarse-graining Langevin dynamics using reduced-order techniques
Lévy-driven causal CARMA random fields
Harmonic oscillators, waves and Gaussian processes
Forced harmonic oscillators, waves on a forced string and changes of measure
Bootstrapping continuous-time autoregressive processes
Kolmogorov's -entropy of some Gaussian processes
Über die Struktur stationärer zufälliger Funktionen
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Dependence estimation for high-frequency sampled multivariate CARMA models
High-frequency sampling and kernel estimation for continuous-time moving average processes
High-frequency sampling of a continuous-time ARMA process
scientific article; zbMATH DE number 6703664 (Why is no real title available?)
ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL
Limit theory for high frequency sampled MCARMA models
Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise
Why is isotropy so prevalent in spatial statistics?
MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
Study of the probability of snap-through of a long, cylindrical panel under random pressure
scientific article; zbMATH DE number 3688432 (Why is no real title available?)
Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
On stochastic realization theory
scientific article; zbMATH DE number 165237 (Why is no real title available?)
Model verification for Lévy-driven Ornstein-Uhlenbeck processes
On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
Forecasting the forecasts of others: implications for asset pricing
Recent results in the theory and applications of CARMA processes
scientific article; zbMATH DE number 7387569 (Why is no real title available?)
Finite mixture approximation of CARMA(p,q) models
Brownian motion minus the independent increments: representation and queuing application
Model verification for Lévy-driven CARMA(2,1) processes
Estimation of stable CARMA models with an application to electricity spot prices
Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise
On Multivariate Wide-sense Markov Processes
Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
A Regression Problem Concerning Stationary Processes
Spatio-temporal variograms and covariance models
scientific article; zbMATH DE number 3053480 (Why is no real title available?)
Series cronologicas estacionarias
Metodos lineales en el Calculo de Probabilidades
The fundamental limit theorems in probability
On the Theory of the Brownian Motion II
Quantum stochastic processes
Stochastic processes and statistical inference
The primary process of a smoothing relation
Stochastic processes and statistical inference
The primary process of a smoothing relation
mBm-based scalings of traffic propagated in internet
A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data
Mixed orthogonality graphs for continuous-time stationary processes
Representations of stochastic processes
Partial correlation graphs for continuous-parameter time series
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
Long-run risk in stationary vector autoregressive models
Parameter estimation for partially observed affine and polynomial processes
Markovian embedding procedures for non-Markovian stochastic Schrödinger equations
Multivariate CARMA processes
Implementation of Lévy CARMA model in \texttt{yuima} package

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