Kutoyants, Yury A. Volatility estimation of hidden Markov processes and adaptive filtration. (English) Zbl 07869148 Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 62F12 93E11 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024; Zbl 07869148) Full Text: DOI arXiv
Song, Xinmin; Zheng, Wei Xing A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough. (English) Zbl 1536.93938 Automatica 161, Article ID 111453, 5 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93E10 93C55 93C05 PDFBibTeX XMLCite \textit{X. Song} and \textit{W. X. Zheng}, Automatica 161, Article ID 111453, 5 p. (2024; Zbl 1536.93938) Full Text: DOI OA License
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Nhu N.; Yin, George Stability of coupled jump diffusions and applications. (English) Zbl 1536.60072 J. Differ. Equations 379, 175-206 (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60J60 60J76 93E03 93E15 PDFBibTeX XMLCite \textit{D. H. Nguyen} et al., J. Differ. Equations 379, 175--206 (2024; Zbl 1536.60072) Full Text: DOI arXiv
Zhang, Jiaqi; Xiong, Jie Stochastic filtering under model ambiguity. (English) Zbl 1536.93946 J. Math. Anal. Appl. 533, No. 1, Article ID 128020, 14 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93C10 60G35 62F35 49N80 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{J. Xiong}, J. Math. Anal. Appl. 533, No. 1, Article ID 128020, 14 p. (2024; Zbl 1536.93946) Full Text: DOI arXiv
Inoue, Akihiko Explicit formulas for the inverses of Toeplitz matrices, with applications. (English) Zbl 07773479 Probab. Theory Relat. Fields 185, No. 1-2, 513-552 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 60G25 15B05 65F05 PDFBibTeX XMLCite \textit{A. Inoue}, Probab. Theory Relat. Fields 185, No. 1--2, 513--552 (2023; Zbl 07773479) Full Text: DOI arXiv OA License
Shen, Changchun; Lin, An; Cheng, Jun; Cao, Jinde; Yan, Huaicheng Fault detection filtering for memristive neural networks in the presence of communication constraints. (English) Zbl 1529.93106 Inf. Sci. 649, Article ID 119672, 13 p. (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93C65 93B70 PDFBibTeX XMLCite \textit{C. Shen} et al., Inf. Sci. 649, Article ID 119672, 13 p. (2023; Zbl 1529.93106) Full Text: DOI
Hu, Jian-Qiang; Lian, Teng On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates. (English) Zbl 1529.93100 Discrete Event Dyn. Syst. 33, No. 2, 95-104 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E10 93C73 PDFBibTeX XMLCite \textit{J.-Q. Hu} and \textit{T. Lian}, Discrete Event Dyn. Syst. 33, No. 2, 95--104 (2023; Zbl 1529.93100) Full Text: DOI
Tao, Fei; Ye, Dan Distributed resilient fusion estimation for resource-limited CPSs under hybrid attacks. (English) Zbl 1529.93102 Inf. Sci. 648, Article ID 119527, 15 p. (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E10 93C65 93B70 93C83 PDFBibTeX XMLCite \textit{F. Tao} and \textit{D. Ye}, Inf. Sci. 648, Article ID 119527, 15 p. (2023; Zbl 1529.93102) Full Text: DOI
Pan, Zhichao; Zhao, Shunyi; Huang, Biao; Liu, Fei Confidence set-membership FIR filter for discrete time-variant systems. (English) Zbl 1529.93105 Automatica 157, Article ID 111231, 11 p. (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93E10 PDFBibTeX XMLCite \textit{Z. Pan} et al., Automatica 157, Article ID 111231, 11 p. (2023; Zbl 1529.93105) Full Text: DOI
Li, Haoyuan; Li, Wenlei; Qu, Shiduo; Shi, Shaoyun Effective filtering for slow-fast systems via Wong-Zakai approximation. (English) Zbl 1528.60032 Evol. Equ. Control Theory 12, No. 5, 1378-1409 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 93E03 34C45 34E10 60H15 PDFBibTeX XMLCite \textit{H. Li} et al., Evol. Equ. Control Theory 12, No. 5, 1378--1409 (2023; Zbl 1528.60032) Full Text: DOI
Bittracher, Andreas; Mollenhauer, Mattes; Koltai, Péter; Schütte, Christof Optimal reaction coordinates: variational characterization and sparse computation. (English) Zbl 1529.60035 Multiscale Model. Simul. 21, No. 2, 449-488 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 60J25 65K10 62D99 PDFBibTeX XMLCite \textit{A. Bittracher} et al., Multiscale Model. Simul. 21, No. 2, 449--488 (2023; Zbl 1529.60035) Full Text: DOI arXiv
Zhu, Xuan-Zhi; Cabecinhas, David; Xie, Wei; Casau, Pedro; Silvestre, Carlos; Batista, Pedro; Oliveira, Paulo Kalman-Bucy filter-based tracking controller design and experimental validations for a quadcopter with parametric uncertainties and disturbances. (English) Zbl 1521.93217 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 54, No. 1, 17-41 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E35 93E11 93C10 93C85 PDFBibTeX XMLCite \textit{X.-Z. Zhu} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 54, No. 1, 17--41 (2023; Zbl 1521.93217) Full Text: DOI
Arnold, Andrea When artificial parameter evolution gets real: particle filtering for time-varying parameter estimation in deterministic dynamical systems. (English) Zbl 1512.93135 Inverse Probl. 39, No. 1, Article ID 014002, 28 p. (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E10 93B30 93E11 93E12 PDFBibTeX XMLCite \textit{A. Arnold}, Inverse Probl. 39, No. 1, Article ID 014002, 28 p. (2023; Zbl 1512.93135) Full Text: DOI arXiv
Meng, Xueyang; Chen, Yun; Ma, Lifeng; Liu, Hongjian Protocol-based variance-constrained distributed secure filtering with measurement censoring. (English) Zbl 1521.93196 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 53, No. 15, 3322-3338 (2022). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93B36 93C30 93B70 93E10 PDFBibTeX XMLCite \textit{X. Meng} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 53, No. 15, 3322--3338 (2022; Zbl 1521.93196) Full Text: DOI
Cheng, Raymond On the prediction of \(p\)-stationary processes. (English) Zbl 1524.60079 Period. Math. Hung. 85, No. 2, 481-505 (2022). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G25 60G52 46B25 PDFBibTeX XMLCite \textit{R. Cheng}, Period. Math. Hung. 85, No. 2, 481--505 (2022; Zbl 1524.60079) Full Text: DOI
Borysenko, O. D.; Kushnirenko, S. V.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Samoilenko, V. G.; Stanzhytskyi, O. M.; Shevchuk, I. O. Professor G. L. Kulinich (09.12.1938–10.02.2022) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1503.01036 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11-21 (2022). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 60-00 35-00 PDFBibTeX XMLCite \textit{O. D. Borysenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11--21 (2022; Zbl 1503.01036) Full Text: DOI OA License
Wang, Wei; Han, Chunyan; Wang, Xiaohong Optimal \(H_2\) filtering for measurement-delay systems with multiplicative noise and sampled data. (English) Zbl 1483.93668 Optim. Control Appl. Methods 42, No. 4, 987-1000 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93C43 93C57 PDFBibTeX XMLCite \textit{W. Wang} et al., Optim. Control Appl. Methods 42, No. 4, 987--1000 (2021; Zbl 1483.93668) Full Text: DOI
Zhang, Qinghua; Zhang, Liangquan Stability analysis of the Kalman predictor. (English) Zbl 1483.93669 Int. J. Control 94, No. 5, 1217-1224 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93E15 93E12 93C05 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{L. Zhang}, Int. J. Control 94, No. 5, 1217--1224 (2021; Zbl 1483.93669) Full Text: DOI HAL
Berg, Emily; Kim, Jae-Kwang An approximate best prediction approach to small area estimation for sheet and rill erosion under informative sampling. (English) Zbl 1504.62175 Ann. Appl. Stat. 15, No. 1, 102-125 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P12 62D05 62F10 PDFBibTeX XMLCite \textit{E. Berg} and \textit{J.-K. Kim}, Ann. Appl. Stat. 15, No. 1, 102--125 (2021; Zbl 1504.62175) Full Text: DOI
Zheng, Yu; Lu, Tian; Cai, Tianxi Efficient and robust estimation of \(\tau\)-year risk prediction models leveraging time varying intermediate outcomes. (English) Zbl 1504.62148 Stat. Sin. 31, No. 3, 1531-1547 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62N02 62J12 62F35 62P10 PDFBibTeX XMLCite \textit{Y. Zheng} et al., Stat. Sin. 31, No. 3, 1531--1547 (2021; Zbl 1504.62148) Full Text: DOI
Kon Kam King, Guillaume; Papaspiliopoulos, Omiros; Ruggiero, Matteo Exact inference for a class of hidden Markov models on general state spaces. (English) Zbl 1471.62449 Electron. J. Stat. 15, No. 1, 2832-2875 (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62M20 60J27 60J60 60K50 PDFBibTeX XMLCite \textit{G. Kon Kam King} et al., Electron. J. Stat. 15, No. 1, 2832--2875 (2021; Zbl 1471.62449) Full Text: DOI arXiv
Allan, Andrew L. Robust filtering and propagation of uncertainty in hidden Markov models. (English) Zbl 1484.60049 Electron. J. Probab. 26, Paper No. 73, 37 p. (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60L50 60H10 60J10 93E20 49K45 PDFBibTeX XMLCite \textit{A. L. Allan}, Electron. J. Probab. 26, Paper No. 73, 37 p. (2021; Zbl 1484.60049) Full Text: DOI arXiv
He, Shuping; Luan, Xiaoli Multi-model jumping systems: robust filtering and fault detection. (English) Zbl 1471.93004 Singapore: Springer (ISBN 978-981-33-6473-8/hbk; 978-981-33-6474-5/ebook). xiii, 182 p. (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 93E11 93B35 93E10 93B36 93C42 93C80 60G35 PDFBibTeX XMLCite \textit{S. He} and \textit{X. Luan}, Multi-model jumping systems: robust filtering and fault detection. Singapore: Springer (2021; Zbl 1471.93004) Full Text: DOI
Motsa, A. I.; Slyvka-Tylyshchak, G. I.; Mlavets’, Yu. Yu.; Yamnenko, R. Ye. Yuriy V. Kozachenko (in the occasion of 80th anniversary of his birthday). (Ukrainian. English summary) Zbl 07909320 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 7-14 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 60-00 62-00 35-00 PDFBibTeX XMLCite \textit{A. I. Motsa} et al., Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 7--14 (2020; Zbl 07909320) Full Text: DOI
Lenzi, Amanda; Genton, Marc G. Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia. (English) Zbl 1475.62278 Ann. Appl. Stat. 14, No. 3, 1359-1378 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P12 62M20 62M30 93E12 86A10 PDFBibTeX XMLCite \textit{A. Lenzi} and \textit{M. G. Genton}, Ann. Appl. Stat. 14, No. 3, 1359--1378 (2020; Zbl 1475.62278) Full Text: DOI Euclid
Vasylyk, O. I.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Rozora, I. V.; Sakhno, L. M.; Yamnenko, R. Ye. Professor Yu. V. Kozachenko (01.12.1940–05.05.2020) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1474.01053 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9-29 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9--29 (2020; Zbl 1474.01053) Full Text: DOI OA License
He, Yi; Hou, Yanxi; Peng, Liang; Shen, Haipeng Inference for conditional value-at-risk of a predictive regression. (English) Zbl 1469.62250 Ann. Stat. 48, No. 6, 3442-3464 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G20 62G08 62M10 62P20 91G70 PDFBibTeX XMLCite \textit{Y. He} et al., Ann. Stat. 48, No. 6, 3442--3464 (2020; Zbl 1469.62250) Full Text: DOI Euclid
Diel, Roland; Le Corff, Sylvain; Lerasle, Matthieu Learning the distribution of latent variables in paired comparison models with round-robin scheduling. (English) Zbl 1469.62317 Bernoulli 26, No. 4, 2670-2698 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62J15 62G07 62H22 62M05 PDFBibTeX XMLCite \textit{R. Diel} et al., Bernoulli 26, No. 4, 2670--2698 (2020; Zbl 1469.62317) Full Text: DOI arXiv Euclid
van Hala, Matthew; Bandyopadhyay, Soutir; Lahiri, Soumendra N.; Nordman, Daniel J. A general frequency domain method for assessing spatial covariance structures. (English) Zbl 1469.62352 Bernoulli 26, No. 4, 2463-2487 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M30 62M15 62M40 62G15 PDFBibTeX XMLCite \textit{M. van Hala} et al., Bernoulli 26, No. 4, 2463--2487 (2020; Zbl 1469.62352) Full Text: DOI Euclid
McDonald, Curtis; Yüksel, Serdar Exponential filter stability via Dobrushin’s coefficient. (English) Zbl 1468.60051 Electron. Commun. Probab. 25, Paper No. 53, 13 p. (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60J05 62M20 93D20 93E11 PDFBibTeX XMLCite \textit{C. McDonald} and \textit{S. Yüksel}, Electron. Commun. Probab. 25, Paper No. 53, 13 p. (2020; Zbl 1468.60051) Full Text: DOI arXiv Euclid
Grzesiek, Aleksandra; Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise. (English) Zbl 1456.62190 J. Time Ser. Anal. 41, No. 3, 454-475 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M30 62H11 60G52 93E12 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., J. Time Ser. Anal. 41, No. 3, 454--475 (2020; Zbl 1456.62190) Full Text: DOI
Liu, Yan; Xue, Yujie; Taniguchi, Masanobu Robust linear interpolation and extrapolation of stationary time series in \(L^p\). (English) Zbl 1455.62174 J. Time Ser. Anal. 41, No. 2, 229-248 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 60G25 60G10 93E10 65D05 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Time Ser. Anal. 41, No. 2, 229--248 (2020; Zbl 1455.62174) Full Text: DOI
Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 1456.62205 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDFBibTeX XMLCite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 1456.62205) Full Text: DOI
Zhu, Qianqian; Zeng, Ruochen; Li, Guodong Bootstrap inference for GARCH models by the least absolute deviation estimation. (English) Zbl 1455.62185 J. Time Ser. Anal. 41, No. 1, 21-40 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F40 62P20 60G35 PDFBibTeX XMLCite \textit{Q. Zhu} et al., J. Time Ser. Anal. 41, No. 1, 21--40 (2020; Zbl 1455.62185) Full Text: DOI
Ma, Hongbin; Yan, Liping; Xia, Yuanqing; Fu, Mengyin Kalman filtering and information fusion. (English) Zbl 1517.93003 Singapore: Springer; Beijing: Science Press (ISBN 978-981-15-0805-9/hbk; 978-981-15-0806-6/ebook). xvii, 291 p. (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 62-02 93E11 93C62 93A16 93C85 PDFBibTeX XMLCite \textit{H. Ma} et al., Kalman filtering and information fusion. Singapore: Springer; Beijing: Science Press (2020; Zbl 1517.93003) Full Text: DOI
Anatoly Naumovich Kochubei (to 70th birthday anniversary). (English) Zbl 1449.01016 Methods Funct. Anal. Topol. 25, No. 3, 195-196 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 PDFBibTeX XMLCite Methods Funct. Anal. Topol. 25, No. 3, 195--196 (2019; Zbl 1449.01016) Full Text: Link
Tank, A.; Fox, E. B.; Shojaie, A. Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series. (English) Zbl 1442.62206 Biometrika 106, No. 2, 433-452 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G08 62J12 62H12 62P12 62D10 62M20 PDFBibTeX XMLCite \textit{A. Tank} et al., Biometrika 106, No. 2, 433--452 (2019; Zbl 1442.62206) Full Text: DOI arXiv Link
Kutoyants, Yury A. On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process. (English) Zbl 1442.62190 Electron. J. Stat. 13, No. 2, 4508-4526 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62M20 62F12 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Electron. J. Stat. 13, No. 2, 4508--4526 (2019; Zbl 1442.62190) Full Text: DOI arXiv Euclid
Alquier, Pierre; Marie, Nicolas Matrix factorization for multivariate time series analysis. (English) Zbl 1442.62195 Electron. J. Stat. 13, No. 2, 4346-4366 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62H25 62H12 62G08 93E14 60G35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{N. Marie}, Electron. J. Stat. 13, No. 2, 4346--4366 (2019; Zbl 1442.62195) Full Text: DOI arXiv Euclid
Mondal, Debashis; Wang, Chunxiao A matrix-free method for spatial-temporal Gaussian state-space models. (English) Zbl 1442.62203 Stat. Sin. 29, No. 4, 2205-2227 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M30 62M40 62H35 62J12 62P12 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{C. Wang}, Stat. Sin. 29, No. 4, 2205--2227 (2019; Zbl 1442.62203) Full Text: DOI
Richter, Stefan; Dahlhaus, Rainer Cross validation for locally stationary processes. (English) Zbl 1433.62267 Ann. Stat. 47, No. 4, 2145-2173 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 60G10 62G20 PDFBibTeX XMLCite \textit{S. Richter} and \textit{R. Dahlhaus}, Ann. Stat. 47, No. 4, 2145--2173 (2019; Zbl 1433.62267) Full Text: DOI arXiv Euclid
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly The BLUE in continuous-time regression models with correlated errors. (English) Zbl 1433.62183 Ann. Stat. 47, No. 4, 1928-1959 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62J05 62M10 62M20 PDFBibTeX XMLCite \textit{H. Dette} et al., Ann. Stat. 47, No. 4, 1928--1959 (2019; Zbl 1433.62183) Full Text: DOI Euclid
Birr, Stefan; Kley, Tobias; Volgushev, Stanislav Model assessment for time series dynamics using copula spectral densities: a graphical tool. (English) Zbl 1433.62253 J. Multivariate Anal. 172, 122-146 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F40 62H05 62P05 PDFBibTeX XMLCite \textit{S. Birr} et al., J. Multivariate Anal. 172, 122--146 (2019; Zbl 1433.62253) Full Text: DOI arXiv
Brockwell, Peter J.; Lindner, Alexander Sampling, embedding and inference for CARMA processes. (English) Zbl 1433.62254 J. Time Ser. Anal. 40, No. 2, 163-181 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, J. Time Ser. Anal. 40, No. 2, 163--181 (2019; Zbl 1433.62254) Full Text: DOI
Rykov, V. On steady state probabilities of renewable system with Marshal-Olkin failure model. (English) Zbl 1419.62290 Stat. Pap. 59, No. 4, 1577-1588 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62N05 62P30 90B22 60K20 PDFBibTeX XMLCite \textit{V. Rykov}, Stat. Pap. 59, No. 4, 1577--1588 (2018; Zbl 1419.62290) Full Text: DOI
Olive, David J. Applications of hyperellipsoidal prediction regions. (English) Zbl 1419.62092 Stat. Pap. 59, No. 3, 913-931 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G08 62G09 62J05 62H12 62G15 PDFBibTeX XMLCite \textit{D. J. Olive}, Stat. Pap. 59, No. 3, 913--931 (2018; Zbl 1419.62092) Full Text: DOI
Fajardo, F. A.; Reisen, V. A.; Lévy-Leduc, Celine; Taqqu, M. S. \(M\)-periodogram for the analysis of long-range-dependent time series. (English) Zbl 1408.62146 Statistics 52, No. 3, 665-683 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F35 62F12 62J05 62E20 PDFBibTeX XMLCite \textit{F. A. Fajardo} et al., Statistics 52, No. 3, 665--683 (2018; Zbl 1408.62146) Full Text: DOI
Gomes, Amanda S.; Morettin, Pedro A.; Cordeiro, Gauss M.; Taddeo, Marcelo M. Transformed symmetric generalized autoregressive moving average models. (English) Zbl 1408.62147 Statistics 52, No. 3, 643-664 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62J12 62F12 PDFBibTeX XMLCite \textit{A. S. Gomes} et al., Statistics 52, No. 3, 643--664 (2018; Zbl 1408.62147) Full Text: DOI
Kang, Yu; Zhao, Yun-Bo; Zhao, Ping Stability analysis of Markovian jump systems. (English) Zbl 1416.93003 Singapore: Springer; Beijing: Science Press Beijing (ISBN 978-981-10-3859-4/hbk; 978-981-10-3860-0/ebook). xvi, 193 p. (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 93E15 93D20 93D09 93C30 93B52 93C40 93B36 93C10 60J20 60J28 60J75 PDFBibTeX XMLCite \textit{Y. Kang} et al., Stability analysis of Markovian jump systems. Singapore: Springer; Beijing: Science Press Beijing (2018; Zbl 1416.93003) Full Text: DOI
Chen, Shaodong; Niu, Ziyu Reduced-order filters for neutral systems with distributed delays. (English) Zbl 1512.93141 J. Discrete Math. Sci. Cryptography 20, No. 4, 835-848 (2017). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93E11 93B50 93B36 93C80 93C43 PDFBibTeX XMLCite \textit{S. Chen} and \textit{Z. Niu}, J. Discrete Math. Sci. Cryptography 20, No. 4, 835--848 (2017; Zbl 1512.93141) Full Text: DOI
Bishop, Adrian N.; Del Moral, Pierre On the stability of Kalman-Bucy diffusion processes. (English) Zbl 1390.60151 SIAM J. Control Optim. 55, No. 6, 4015-4047 (2017). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60J60 62M20 93E11 PDFBibTeX XMLCite \textit{A. N. Bishop} and \textit{P. Del Moral}, SIAM J. Control Optim. 55, No. 6, 4015--4047 (2017; Zbl 1390.60151) Full Text: DOI arXiv
Chui, Charles K.; Chen, Guanrong Kalman filtering. With real-time applications. 5th edition. (English) Zbl 1416.93001 Cham: Springer (ISBN 978-3-319-47610-0/hbk; 978-3-319-47612-4/ebook). xviii, 247 p. (2017). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 93E11 93E12 93E20 PDFBibTeX XMLCite \textit{C. K. Chui} and \textit{G. Chen}, Kalman filtering. With real-time applications. 5th edition. Cham: Springer (2017; Zbl 1416.93001) Full Text: DOI
Wei, Guoliang; Wang, Zidong; Qian, Wei Nonlinear stochastic control and filtering with engineering-oriented complexities. (English) Zbl 1369.93001 Engineering Systems and Sustainability Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-6074-4/hbk; 978-1-4987-6075-1/ebook). xxii, 250 p. (2016). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 93E03 93C10 93C95 93D05 93B05 93B36 93E11 93E15 62M20 60J20 93D09 PDFBibTeX XMLCite \textit{G. Wei} et al., Nonlinear stochastic control and filtering with engineering-oriented complexities. Boca Raton, FL: CRC Press (2016; Zbl 1369.93001) Full Text: Link
Lev, Nir; Peled, Ron; Peres, Yuval Separating signal from noise. (English) Zbl 1319.60084 Proc. Lond. Math. Soc. (3) 110, No. 4, 883-931 (2015). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G15 94A12 94A13 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{N. Lev} et al., Proc. Lond. Math. Soc. (3) 110, No. 4, 883--931 (2015; Zbl 1319.60084) Full Text: DOI arXiv
Grewal, Mohinder S.; Andrews, Angus P. Kalman filtering. Theory and practice with MATLAB. 4th ed. (English) Zbl 1322.93001 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-118-85121-0/hbk; 978-1-118-98498-7/ebook). xvii, 617 p. (2015). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-02 93E03 93E10 93E11 60G35 62M20 94A12 PDFBibTeX XMLCite \textit{M. S. Grewal} and \textit{A. P. Andrews}, Kalman filtering. Theory and practice with MATLAB. 4th ed. Hoboken, NJ: John Wiley \& Sons (2015; Zbl 1322.93001) Full Text: DOI
Vlasenko, I. Yu. Inner maps: topological invariants and their applications. (Внутренние отображения: топологические инварианты и их приложения.) (Russian) Zbl 1324.37003 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 101. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-7379-5). 225 p. (2014). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 37-02 57-02 57N35 57N05 57R22 57S05 37A05 37C85 37D20 37E30 37C70 30C55 PDFBibTeX XMLCite \textit{I. Yu. Vlasenko}, Внутренние отображения: топологические инварианты и их приложения (Russian). Kyïv: Instytut Matematyky NAN Ukraïny (2014; Zbl 1324.37003)
Yaremenko, M. I. Semigroups and their applications to investigation of nonlinear differential equations. (Напівгрупи та їх застосування у дослідженнях нелінійних диференціальних рівнянь.) (Ukrainian) Zbl 1324.35001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 99. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-7292-7). 246 p. (2014). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 35-02 35G50 35L77 47H20 65N30 35K59 35J62 PDFBibTeX XMLCite \textit{M. I. Yaremenko}, Напівгрупи та їх застосування у дослідженнях нелінійних диференціальних рівнянь (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2014; Zbl 1324.35001)
Zhuchok, A. V. Elements of dimonoid theory. (Елементи теорії димоноїдів.) (Ukrainian) Zbl 1324.08001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 98. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-7252-1). 304 p. (2014). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 08-02 08A05 08A30 08B20 08B25 20M10 PDFBibTeX XMLCite \textit{A. V. Zhuchok}, Елементи теорії димоноїдів (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2014; Zbl 1324.08001)
Yeh, J. Problems and proofs in real analysis. Theory of measure and integration. (English) Zbl 1296.26006 Hackensack, NJ: World Scientific (ISBN 978-981-4578-50-9/pbk). viii, 491 p. (2014). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 26-01 28-01 28Axx 26A42 00A07 PDFBibTeX XMLCite \textit{J. Yeh}, Problems and proofs in real analysis. Theory of measure and integration. Hackensack, NJ: World Scientific (2014; Zbl 1296.26006) Full Text: DOI
Kuzakon’, V. M.; Kirichenko, Vadim F.; Pryshlyak, O. O. Smooth manifolds. Geometric and topological aspects. (Гладкі многовиди. Геометричні та топологічні аспецти.) (Ukrainian) Zbl 1324.58001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 97. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-7067-1). 500 p. (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 58-02 58A05 58C99 58K65 57N16 57M50 57R10 53A55 53C15 53C10 53-02 PDFBibTeX XMLCite \textit{V. M. Kuzakon'} et al., Гладкі многовиди. Геометричні та топологічні аспецти (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2013; Zbl 1324.58001)
Koshmanenko, V. D.; Dudkin, M. E. Method of equipped spaces in the theory of singular perturbations of self-adjoint operators. (Метод оснащених просторів у теорії сингулярних збурень самоспряжених операторів.) (Ukrainian) Zbl 1324.47001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 96. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6847-0). 320 p. (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 47-02 47A55 47A70 47B25 46C05 81Q10 34L40 PDFBibTeX XMLCite \textit{V. D. Koshmanenko} and \textit{M. E. Dudkin}, Метод оснащених просторів у теорії сингулярних збурень самоспряжених операторів (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2013; Zbl 1324.47001)
Pelyukh, G. P.; Sharkovskiĭ, A. N. The method of invariants in the theory of functional equations. (Метод инвариантов в теории функциональных уравнений.) (Russian) Zbl 1324.39001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 95. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6530-1). 255 p. (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 39-02 39B05 39A05 34K05 34K25 PDFBibTeX XMLCite \textit{G. P. Pelyukh} and \textit{A. N. Sharkovskiĭ}, Метод инвариантов в теории функциональных уравнений (Russian). Kyïv: Instytut Matematyky NAN Ukraïny (2013; Zbl 1324.39001)
Confortola, Fulvia; Fuhrman, Marco Filtering of continuous-time Markov chains with noise-free observation and applications. (English) Zbl 1296.60096 Stochastics 85, No. 2, 216-251 (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G40 60J28 60H99 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{F. Confortola} and \textit{M. Fuhrman}, Stochastics 85, No. 2, 216--251 (2013; Zbl 1296.60096) Full Text: DOI arXiv
Whiteley, Nick Stability properties of some particle filters. (English) Zbl 1296.60098 Ann. Appl. Probab. 23, No. 6, 2500-2537 (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60J20 60K35 93B35 93D20 93E10 93E11 65C40 PDFBibTeX XMLCite \textit{N. Whiteley}, Ann. Appl. Probab. 23, No. 6, 2500--2537 (2013; Zbl 1296.60098) Full Text: DOI arXiv
Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. Robust filtering: correlated noise and multidimensional observation. (English) Zbl 1296.60097 Ann. Appl. Probab. 23, No. 5, 2139-2160 (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M20 93E10 93E11 93C10 PDFBibTeX XMLCite \textit{D. Crisan} et al., Ann. Appl. Probab. 23, No. 5, 2139--2160 (2013; Zbl 1296.60097) Full Text: DOI arXiv Euclid
Kontorovich, Valeri; Lovtchikova, Zinaida Multi-moment statistical characterization and nonlinear filtering of chaos. (English) Zbl 1279.60052 COMPEL 32, No. 3, Article ID 17086452, 885-900 (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 37D45 60J99 62M20 93E11 PDFBibTeX XMLCite \textit{V. Kontorovich} and \textit{Z. Lovtchikova}, COMPEL 32, No. 3, Article ID 17086452, 885--900 (2013; Zbl 1279.60052) Full Text: DOI
Hitzer, E. Algebraic foundations of split hypercomplex nonlinear adaptive filtering. (English) Zbl 1276.62055 Math. Methods Appl. Sci. 36, No. 9, 1042-1055 (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M20 60G35 65C60 62M45 PDFBibTeX XMLCite \textit{E. Hitzer}, Math. Methods Appl. Sci. 36, No. 9, 1042--1055 (2013; Zbl 1276.62055) Full Text: DOI arXiv
Kapustyan, Oleksiy V.; Kapustyan, Olena A.; Sukretna, Anna V. Approximate bounded synthesis for distributed systems. (English) Zbl 1324.68001 Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-32021-7). 236 p. (2013). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 68-02 68M14 68Q25 68Q55 68Q85 68T05 68W10 PDFBibTeX XMLCite \textit{O. V. Kapustyan} et al., Approximate bounded synthesis for distributed systems. Saarbrücken: LAP Lambert Academic Publishing (2013; Zbl 1324.68001)
Rybalkina, T. V. Topological classification of affine mappings. (Топологічна класифікація афінних відображень.) (Ukrainian) Zbl 1324.57001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 94. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6682-7). 153 p. (2012). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 57-02 14-02 15A21 15A04 16P70 30E99 37C15 37E35 57R30 58A10 58D15 PDFBibTeX XMLCite \textit{T. V. Rybalkina}, Топологічна класифікація афінних відображень (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2012; Zbl 1324.57001)
Romanyuk, A. S. Approximation characteristics of classes of periodic functions of several variables. (Аппроксимативные характеристики классов периодичестих функций многих переменных.) (Russian) Zbl 1324.42001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 93. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6692-6). 352 p. (2012). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 42-02 42A05 42A10 42A15 41A46 41A50 41A65 30E10 PDFBibTeX XMLCite \textit{A. S. Romanyuk}, Аппроксимативные характеристики классов периодичестих функций многих переменных (Russian). Kyïv: Instytut Matematyky NAN Ukraïny (2012; Zbl 1324.42001)
Zelinskiĭ, Yu B. Convexity. Selected chapters. (Выпуклость. Избранные главы.) (Russian) Zbl 1324.53001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 92. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6607-0). 279 p. (2012). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 53-02 52A01 52A30 53C65 54C60 51H20 51M15 26B25 26E25 47H04 58C06 46N10 PDFBibTeX XMLCite \textit{Y. B. Zelinskiĭ}, Выпуклость. Избранные главы (Russian). Kyïv: Instytut Matematyky NAN Ukraïny (2012; Zbl 1324.53001)
Van Handel, Ramon On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory. (English) Zbl 1271.60054 Isr. J. Math. 192, Part B, 763-784 (2012). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60J20 62M20 93E11 PDFBibTeX XMLCite \textit{R. Van Handel}, Isr. J. Math. 192, Part B, 763--784 (2012; Zbl 1271.60054) Full Text: DOI arXiv
Gusak, D. V. Sojourn time of almost semicontinuous integral-valued processes in a fixed state. (English. Russian original) Zbl 1260.60171 Ukr. Math. J. 63, No. 8, 1176-1186 (2012); translation from Ukr. Mat. Zh. 63, No. 8, 1021-1029 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60J75 60K20 60K10 62P05 91B30 PDFBibTeX XMLCite \textit{D. V. Gusak}, Ukr. Math. J. 63, No. 8, 1176--1186 (2012; Zbl 1260.60171); translation from Ukr. Mat. Zh. 63, No. 8, 1021--1029 (2011) Full Text: DOI
Peskir, Goran Optimal detection of a hidden target: the median rule. (English) Zbl 1253.60055 Stochastic Processes Appl. 122, No. 5, 2249-2263 (2012). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M20 49J40 PDFBibTeX XMLCite \textit{G. Peskir}, Stochastic Processes Appl. 122, No. 5, 2249--2263 (2012; Zbl 1253.60055) Full Text: DOI
Dubovets’ka, I. Extrapolation problem for functionals from a periodically correlated sequence. (Ukrainian. English summary) Zbl 1249.60072 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 22-26 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G12 62M20 60G10 60G35 93E11 PDFBibTeX XMLCite \textit{I. Dubovets'ka}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 22--26 (2011; Zbl 1249.60072)
Zhuchok, A. V. Dialgebras. (Диалгебри.) (Ukrainian) Zbl 1249.17001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 87. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6022-1). 256 p. (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 17-02 08-02 17A30 17A32 08A05 20M99 PDFBibTeX XMLCite \textit{A. V. Zhuchok}, Диалгебри (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2011; Zbl 1249.17001)
Bogolyubov, O. M. Mykola Mykolaĭovych Bogolyubov. Life and scientific activity. (Микола Миколайович Боголюбов. Життевиі шлях і наукова діяльність.) (Ukrainian) Zbl 1249.01020 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 86. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-5334-6). 304 p. (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 01A61 37-03 70-03 74-03 76-03 80-03 82-03 PDFBibTeX XMLCite \textit{O. M. Bogolyubov}, Микола Миколайович Боголюбов. Життевиі шлях і наукова діяльність (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2011; Zbl 1249.01020)
Kolyada, Sergiĭ Topological dynamics. Minimality, entropy and chaos. (Топологічна динаміка. Мінімальність, ентропія та хаос.) (Ukrainian) Zbl 1324.37001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 89. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6280-5). 340 p. (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 37-02 37A40 37B05 37B40 37D40 37D45 37E35 54H20 82C03 PDFBibTeX XMLCite \textit{S. Kolyada}, Топологічна динаміка. Мінімальність, ентропія та хаос (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2011; Zbl 1324.37001)
Gusak, D. V. Processes with independent increments in risk theory. (Ukrainian) Zbl 1249.60001 Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 88. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6045-0). 544 p. (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60-01 60-02 60G50 60K20 60G51 60J70 60K10 60K15 60G55 62P05 91B30 PDFBibTeX XMLCite \textit{D. V. Gusak}, Processes with independent increments in risk theory (Ukrainian). Kyïv: Instytut Matematyky NAN Ukraïny (2011; Zbl 1249.60001)
Stinis, Panos Conditional path sampling for stochastic differential equations through drift relaxation. (English) Zbl 1238.60068 Commun. Appl. Math. Comput. Sci. 6, No. 1, 63-78 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60G35 62M20 65C05 65C30 93E10 PDFBibTeX XMLCite \textit{P. Stinis}, Commun. Appl. Math. Comput. Sci. 6, No. 1, 63--78 (2011; Zbl 1238.60068) Full Text: DOI arXiv Link
Caron, Francois; Del Moral, Pierre; Doucet, Arnaud; Pace, Michele Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking. (English) Zbl 1238.60056 SIAM J. Control Optim. 49, No. 4, 1766-1792 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G55 62M30 93E10 93E11 65C05 PDFBibTeX XMLCite \textit{F. Caron} et al., SIAM J. Control Optim. 49, No. 4, 1766--1792 (2011; Zbl 1238.60056) Full Text: DOI arXiv Link
Barczy, M.; Ispány, M.; Pap, G. Asymptotic behavior of unstable INAR(\(p\)) processes. (English) Zbl 1241.62122 Stochastic Processes Appl. 121, No. 3, 583-608 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 60J80 60F99 62P25 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 121, No. 3, 583--608 (2011; Zbl 1241.62122) Full Text: DOI arXiv
Schlichthärle, Dietrich Digital filters. Basics and design. 2nd ed. (English) Zbl 1231.93001 Berlin: Springer (ISBN 978-3-642-14324-3/hbk; 978-3-642-14325-0/ebook). xv, 527 p. (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-01 93C62 93E11 93B51 93C57 62M20 60G35 PDFBibTeX XMLCite \textit{D. Schlichthärle}, Digital filters. Basics and design. 2nd ed. Berlin: Springer (2011; Zbl 1231.93001) Full Text: DOI
Gnedenko, B. V. A course in probability theory. Textbook. (Курс теорії й мовірностей. Підричник.) (Russian) Zbl 1240.60001 Kiïv: VPTS, Kyïvskyĭ Universytet. 464 p. (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60-01 62-01 01A70 01A75 PDFBibTeX XMLCite \textit{B. V. Gnedenko}, Курс теорії й мовірностей. Підричник (Russian). Kiïv: VPTS, Kyïvskyĭ Universytet (2010; Zbl 1240.60001)
Bhar, Ramaprasad Stochastic filtering with application in finance. (English) Zbl 1255.91003 Hackensack, NJ: World Scientific (ISBN 978-981-4304-85-6/hbk; 978-981-4304-86-3/ebook). xiv, 339 p. (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91-02 93-02 94-02 91G30 91B70 91G80 93E11 62P05 62M20 60G35 PDFBibTeX XMLCite \textit{R. Bhar}, Stochastic filtering with application in finance. Hackensack, NJ: World Scientific (2010; Zbl 1255.91003) Full Text: Link
Didier, Gustavo; Pipiras, Vladas Adaptive wavelet decompositions of stationary time series. (English) Zbl 1224.60071 J. Time Ser. Anal. 31, No. 3, 182-209 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 62M10 62F10 42C40 62M30 PDFBibTeX XMLCite \textit{G. Didier} and \textit{V. Pipiras}, J. Time Ser. Anal. 31, No. 3, 182--209 (2010; Zbl 1224.60071) Full Text: DOI
Selukar, Rajesh Estimability of the linear effects in state space models with an unknown initial condition. (English) Zbl 1224.62087 J. Time Ser. Anal. 31, No. 3, 167-168 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M20 93E11 PDFBibTeX XMLCite \textit{R. Selukar}, J. Time Ser. Anal. 31, No. 3, 167--168 (2010; Zbl 1224.62087) Full Text: DOI
Ioannidis, Evangelos E. Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum. (English) Zbl 1221.62125 J. Time Ser. Anal. 31, No. 3, 153-166 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F03 62F12 PDFBibTeX XMLCite \textit{E. E. Ioannidis}, J. Time Ser. Anal. 31, No. 3, 153--166 (2010; Zbl 1221.62125) Full Text: DOI
Stockis, Jean-Pierre; Franke, Jürgen; Kamgaing, Joseph Tadjuidje On geometric ergodicity of CHARME models. (English) Zbl 1223.62151 J. Time Ser. Anal. 31, No. 3, 141-152 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G08 62M45 62G20 62H12 PDFBibTeX XMLCite \textit{J.-P. Stockis} et al., J. Time Ser. Anal. 31, No. 3, 141--152 (2010; Zbl 1223.62151) Full Text: DOI
Bartolucci, Francesco; Farcomeni, Alessio A note on the mixture transition distribution and hidden Markov models. (English) Zbl 1224.62030 J. Time Ser. Anal. 31, No. 2, 132-138 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M05 65C60 62P05 91G70 PDFBibTeX XMLCite \textit{F. Bartolucci} and \textit{A. Farcomeni}, J. Time Ser. Anal. 31, No. 2, 132--138 (2010; Zbl 1224.62030) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Wu, Rongning; Davis, Richard A. Least absolute deviation estimation for general autoregressive moving average time-series models. (English) Zbl 1222.62111 J. Time Ser. Anal. 31, No. 2, 98-112 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 60F17 PDFBibTeX XMLCite \textit{R. Wu} and \textit{R. A. Davis}, J. Time Ser. Anal. 31, No. 2, 98--112 (2010; Zbl 1222.62111) Full Text: DOI
Wang, Lihong; Cai, Haiyan Wavelet change point estimation for long memory non-parametric random design models. (English) Zbl 1223.62052 J. Time Ser. Anal. 31, No. 2, 86-97 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62G08 62M10 42C40 62G20 62G30 PDFBibTeX XMLCite \textit{L. Wang} and \textit{H. Cai}, J. Time Ser. Anal. 31, No. 2, 86--97 (2010; Zbl 1223.62052) Full Text: DOI
Matilla-García, Mariano; Rodríguez, José Miguel; Marín, Manuel Ruiz A symbolic test for testing independence between time series. (English) Zbl 1224.62065 J. Time Ser. Anal. 31, No. 2, 76-85 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62B10 62G10 62G20 65C05 PDFBibTeX XMLCite \textit{M. Matilla-García} et al., J. Time Ser. Anal. 31, No. 2, 76--85 (2010; Zbl 1224.62065) Full Text: DOI
Gong, Yun; Li, Zhouping; Peng, Liang Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models. (English) Zbl 1224.62055 J. Time Ser. Anal. 31, No. 2, 65-75 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62G15 62P05 PDFBibTeX XMLCite \textit{Y. Gong} et al., J. Time Ser. Anal. 31, No. 2, 65--75 (2010; Zbl 1224.62055) Full Text: DOI
Iacone, Fabrizio Local Whittle estimation of the memory parameter in presence of deterministic components. (English) Zbl 1224.62057 J. Time Ser. Anal. 31, No. 1, 37-49 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65C05 PDFBibTeX XMLCite \textit{F. Iacone}, J. Time Ser. Anal. 31, No. 1, 37--49 (2010; Zbl 1224.62057) Full Text: DOI
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Andersson, Jonas; Karlis, Dimitris Treating missing values in INAR(1) models: an application to syndromic surveillance data. (English) Zbl 1224.62044 J. Time Ser. Anal. 31, No. 1, 12-19 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62P10 PDFBibTeX XMLCite \textit{J. Andersson} and \textit{D. Karlis}, J. Time Ser. Anal. 31, No. 1, 12--19 (2010; Zbl 1224.62044) Full Text: DOI Link
Spezia, Luigi Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes. (English) Zbl 1222.62110 J. Time Ser. Anal. 31, No. 1, 1-11 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 60J99 62F15 62H12 65C60 PDFBibTeX XMLCite \textit{L. Spezia}, J. Time Ser. Anal. 31, No. 1, 1--11 (2010; Zbl 1222.62110) Full Text: DOI
Sellami, Afef Quantization based filtering method using first order approximation. (English) Zbl 1230.60043 SIAM J. Numer. Anal. 47, No. 6, 4711-4734 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M20 93E11 65C60 PDFBibTeX XMLCite \textit{A. Sellami}, SIAM J. Numer. Anal. 47, No. 6, 4711--4734 (2010; Zbl 1230.60043) Full Text: DOI HAL