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Results: 1 to 27 of 27 found      Go to page: 1

[1] Yu. V. Kozachenko and I. V. Rozora. Cross-correlogram estimators of impulse response functions. Theor. Probability and Math. Statist. 93 (2016) 79-91.
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[2] M. P. Moklyachuk and M. I. Sidei. Interpolation of stationary sequences observed with a noise. Theor. Probability and Math. Statist. 93 (2016) 153-167.
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[3] M. P. Moklyachuk and V. I. Ostapenko. Minimax interpolation of harmonizable sequences. Theor. Probability and Math. Statist. 92 (2016) 135-146.
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[4] M. M. Luz and M. P. Moklyachuk. Minimax-robust filtering problem for stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 89 (2014) 127-142.
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[5] I. I. Dubovets’ka and M. P. Moklyachuk. Extrapolation of periodically correlated stochastic processes observed with noise. Theor. Probability and Math. Statist. 88 (2014) 67-83.
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[6] M. M. Luz and M. P. Moklyachuk. Interpolation of functionals of stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 87 (2013) 117-133.
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[7] I. I. Dubovets′ka and M. P. Moklyachuk. Filtration of linear functionals of periodically correlated sequences. Theor. Probability and Math. Statist. 86 (2013) 51-64.
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[8] Laurent E. Calvet and Adlai J. Fisher. Extreme Risk and Fractal Regularity in Finance. Contemporary Mathematics 601 (2013) 65-94.
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[9] I. I. Dubovets’ka, O. Yu. Masyutka and M. P. Moklyachuk. Interpolation of periodically correlated stochastic sequences. Theor. Probability and Math. Statist. 84 (2012) 43-56.
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[10] M. P. Moklyachuk and O. Yu. Masyutka. On the problem of filtration for vector stationary sequences. Theor. Probability and Math. Statist. 75 (2007) 109-119. MR 2321185.
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[11] B. Fristedt, N. Jain and N. Krylov. Stationary sequences. The Student Mathematical Library 38 (2007) 191-223.
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[12] B. Fristedt, N. Jain and N. Krylov. Filtering of discrete Markov chains. The Student Mathematical Library 38 (2007) 61-93.
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[13] B. Fristedt, N. Jain and N. Krylov. Preliminaries. The Student Mathematical Library 38 (2007) 1-31.
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[14] B. Fristedt, N. Jain and N. Krylov. Markov chains. The Student Mathematical Library 38 (2007) 33-59.
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[15] B. Fristedt, N. Jain and N. Krylov. Filtering and Prediction: A Primer. The Student Mathematical Library 38 (2007) MR MR2337747.
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[16] B. Fristedt, N. Jain and N. Krylov. Filtering of continuous-space Markov chains. The Student Mathematical Library 38 (2007) 127-159.
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[17] B. Fristedt, N. Jain and N. Krylov. Conditional expectations. The Student Mathematical Library 38 (2007) 95-126.
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[18] B. Fristedt, N. Jain and N. Krylov. Wiener process and continuous time filtering. The Student Mathematical Library 38 (2007) 161-190.
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[19] B. Fristedt, N. Jain and N. Krylov. Prediction of stationary sequences. The Student Mathematical Library 38 (2007) 225-245.
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[20] M. P. Moklyachuk and O. Yu. Masyutka. Interpolation of multidimensional stationary sequences. Theor. Probability and Math. Statist. 73 (2006) 125-133. MR 2213847.
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[21] Andrew J. Majda, Rafail V. Abramov and Marcus J. Grote. Information Theory and Stochastics for Multiscale Nonlinear Systems. CRM Monograph Series 25 (2005) MR MR2166171.
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[22] Mathematical strategies for stochastic mode reduction in climate. CRM Monograph Series 25 (2005) 105-133.
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[23] Information theory, predictability, Jupiter's great red spot, and equilibrium statistical mechanics. CRM Monograph Series 25 (2005) 1-24.
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[24] The fluctuation-dissipation theorem for complex nonlinear systems. CRM Monograph Series 25 (2005) 25-104.
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[25] Fred J. Hickernell, Ian H. Sloan and Grzegorz W. Wasilkowski. On tractability of weighted integration over bounded and unbounded regions in $\mathbb{R}^s$. Math. Comp. 73 (2004) 1885-1901. MR 2059741.
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[26] Ping Zhang and Paul Shaman. Assessing prediction error in autoregressive models . Trans. Amer. Math. Soc. 347 (1995) 627-637. MR 1277143.
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[27] George Cybenko. A general orthogonalization technique with applications to time series analysis and signal processing . Math. Comp. 40 (1983) 323-336. MR 679449.
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Results: 1 to 27 of 27 found      Go to page: 1


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