Wang, Yuan; Huang, Jian; Wu, Dongrui; Guan, Zhi-Hong; Wang, Yan-Wu Set-membership filtering with incomplete observations. (English) Zbl 07330302 Inf. Sci. 517, 37-51 (2020). MSC: 93 PDF BibTeX XML Cite \textit{Y. Wang} et al., Inf. Sci. 517, 37--51 (2020; Zbl 07330302) Full Text: DOI
Wei, Chao Almost sure exponential stabilization by stochastic feedback control with Lévy noises from discrete-time observations. (Chinese. English summary) Zbl 07296061 Math. Pract. Theory 50, No. 13, 228-236 (2020). MSC: 93D23 93E15 93D15 93C55 60G51 PDF BibTeX XML Cite \textit{C. Wei}, Math. Pract. Theory 50, No. 13, 228--236 (2020; Zbl 07296061)
Li, Chaochao; Han, Chunyan; He, Fang Receding horizon estimation for networked control systems with random transmission delays. (English) Zbl 07266558 Control Theory Appl. 37, No. 5, 1118-1126 (2020). MSC: 93E15 93C55 93C43 93B70 PDF BibTeX XML Cite \textit{C. Li} et al., Control Theory Appl. 37, No. 5, 1118--1126 (2020; Zbl 07266558) Full Text: DOI
Xu, Yao; Li, Qiang; Li, Wenxue Periodically intermittent discrete observation control for synchronization of fractional-order coupled systems. (English) Zbl 07264812 Commun. Nonlinear Sci. Numer. Simul. 74, 219-235 (2019). MSC: 93 94 PDF BibTeX XML Cite \textit{Y. Xu} et al., Commun. Nonlinear Sci. Numer. Simul. 74, 219--235 (2019; Zbl 07264812) Full Text: DOI
Wu, Yongbao; Zhuang, Sixian; Li, Wenxue Periodically intermittent discrete observation control for synchronization of the general stochastic complex network. (English) Zbl 1429.93410 Automatica 110, Article ID 108591, 11 p. (2019). MSC: 93E15 93B70 93D23 PDF BibTeX XML Cite \textit{Y. Wu} et al., Automatica 110, Article ID 108591, 11 p. (2019; Zbl 1429.93410) Full Text: DOI
Huang, Huihui; He, Xiuli; Shi, Zhenghua Stochastic stabilization of neural networks based on discrete-time observations. (Chinese. English summary) Zbl 1438.93231 J. Yunnan Minzu Univ., Nat. Sci. 28, No. 1, 40-45 (2019). MSC: 93E15 93C55 93B70 PDF BibTeX XML Cite \textit{H. Huang} et al., J. Yunnan Minzu Univ., Nat. Sci. 28, No. 1, 40--45 (2019; Zbl 1438.93231) Full Text: DOI
Abraham, Kweku Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data. (English) Zbl 1428.62139 Bernoulli 25, No. 4A, 2696-2728 (2019). MSC: 62M05 60J60 62G05 62F15 62G20 PDF BibTeX XML Cite \textit{K. Abraham}, Bernoulli 25, No. 4A, 2696--2728 (2019; Zbl 1428.62139) Full Text: DOI Euclid arXiv
Shao, Jinghai; Xi, Fubao Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case. (English) Zbl 1411.60088 SIAM J. Control Optim. 57, No. 2, 1413-1439 (2019). MSC: 60H10 93D15 60J10 PDF BibTeX XML Cite \textit{J. Shao} and \textit{F. Xi}, SIAM J. Control Optim. 57, No. 2, 1413--1439 (2019; Zbl 1411.60088) Full Text: DOI arXiv
Navarro-Moreno, Jesús; Fernández-Alcalá, Rosa María; Jiménez-López, José Domingo; Ruiz-Molina, Juan Carlos Widely linear estimation for multisensor quaternion systems with mixed uncertainties in the observations. (English) Zbl 1411.93171 J. Franklin Inst. 356, No. 5, 3115-3138 (2019). MSC: 93E03 93C05 93C55 PDF BibTeX XML Cite \textit{J. Navarro-Moreno} et al., J. Franklin Inst. 356, No. 5, 3115--3138 (2019; Zbl 1411.93171) Full Text: DOI
Bai, Ling; Li, Qingzhong; Xu, Honglei; Zhang, Qian; Zhang, Yi Discrete-time feedback stabilization for hybrid neutral stochastic systems. (English) Zbl 1401.93166 Stoch. Dyn. 18, No. 5, Article ID 1850035, 19 p. (2018). MSC: 93D15 93D20 93C55 93C30 93E03 93E15 PDF BibTeX XML Cite \textit{L. Bai} et al., Stoch. Dyn. 18, No. 5, Article ID 1850035, 19 p. (2018; Zbl 1401.93166) Full Text: DOI
Dong, Ran Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations. (English) Zbl 1397.93216 Stochastic Anal. Appl. 36, No. 4, 561-583 (2018). MSC: 93E15 93D15 PDF BibTeX XML Cite \textit{R. Dong}, Stochastic Anal. Appl. 36, No. 4, 561--583 (2018; Zbl 1397.93216) Full Text: DOI
Kaino, Yusuke; Uchida, Masayuki Hybrid estimators for small diffusion processes based on reduced data. (English) Zbl 1401.62034 Metrika 81, No. 7, 745-773 (2018). MSC: 62F12 62M05 60J60 PDF BibTeX XML Cite \textit{Y. Kaino} and \textit{M. Uchida}, Metrika 81, No. 7, 745--773 (2018; Zbl 1401.62034) Full Text: DOI
Li, Yueyang; Karimi, Hamid Reza; Ahn, Choon Ki; Xu, Yuan; Zhao, Dong Optimal residual generation for fault detection in linear discrete time-varying systems with uncertain observations. (English) Zbl 1390.93253 J. Franklin Inst. 355, No. 7, 3330-3353 (2018). MSC: 93B35 93C05 93C55 PDF BibTeX XML Cite \textit{Y. Li} et al., J. Franklin Inst. 355, No. 7, 3330--3353 (2018; Zbl 1390.93253) Full Text: DOI
Ding, Bo; Fang, Huajing Fault estimation and prediction for nonlinear stochastic system with intermittent observations. (English) Zbl 1390.93751 Int. J. Robust Nonlinear Control 28, No. 4, 1165-1181 (2018). MSC: 93E10 93E11 93C10 93C55 PDF BibTeX XML Cite \textit{B. Ding} and \textit{H. Fang}, Int. J. Robust Nonlinear Control 28, No. 4, 1165--1181 (2018; Zbl 1390.93751) Full Text: DOI
He, Yanyu; Guo, Jin FIR systems identification under quantized output observations and a large class of persistently exciting quantized inputs. (English) Zbl 1380.93265 J. Syst. Sci. Complex. 30, No. 5, 1061-1071 (2017). MSC: 93E12 93E10 93C55 93C05 PDF BibTeX XML Cite \textit{Y. He} and \textit{J. Guo}, J. Syst. Sci. Complex. 30, No. 5, 1061--1071 (2017; Zbl 1380.93265) Full Text: DOI
de Saporta, Benoîte; Dufour, François; Nivot, Christophe Partially observed optimal stopping problem for discrete-time Markov processes. (English) Zbl 1374.60128 4OR 15, No. 3, 277-302 (2017). MSC: 60J05 60G40 93E11 PDF BibTeX XML Cite \textit{B. de Saporta} et al., 4OR 15, No. 3, 277--302 (2017; Zbl 1374.60128) Full Text: DOI
Dong, Ran; Mao, Xuerong On \(p\)th moment stabilization of hybrid systems by discrete-time feedback control. (English) Zbl 1373.93362 Stochastic Anal. Appl. 35, No. 5, 803-822 (2017). MSC: 93E15 93D20 60H10 93B52 PDF BibTeX XML Cite \textit{R. Dong} and \textit{X. Mao}, Stochastic Anal. Appl. 35, No. 5, 803--822 (2017; Zbl 1373.93362) Full Text: DOI
Zhao, Yuyun; Zhang, Yi; Xu, Tao; Bai, Ling; Zhang, Qian \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations. (English) Zbl 1366.34109 Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 209-226 (2017). MSC: 34K50 93E03 93E15 34K20 34K35 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Discrete Contin. Dyn. Syst., Ser. B 22, No. 1, 209--226 (2017; Zbl 1366.34109) Full Text: DOI
Wang, Shaoying; Fang, Huajing; Tian, Xuegang Event-based robust state estimator for linear time-varying system with uncertain observations and randomly occurring uncertainties. (English) Zbl 1355.93122 J. Franklin Inst. 354, No. 3, 1403-1420 (2017). MSC: 93C65 93E10 93C41 PDF BibTeX XML Cite \textit{S. Wang} et al., J. Franklin Inst. 354, No. 3, 1403--1420 (2017; Zbl 1355.93122) Full Text: DOI
Kamatani, Kengo; Nogita, Akihiro; Uchida, Masayuki Hybrid multi-step estimation of the volatility for stochastic regression models. (English) Zbl 1403.62150 Bull. Inf. Cybern. 48, 19-35 (2016). MSC: 62M05 62M10 65C40 65C60 PDF BibTeX XML Cite \textit{K. Kamatani} et al., Bull. Inf. Cybern. 48, 19--35 (2016; Zbl 1403.62150)
Szajowski, Krzysztof; Tamaki, Mitsushi Shelf life of candidates in the generalized secretary problem. (English) Zbl 1380.91105 Oper. Res. Lett. 44, No. 4, 498-502 (2016). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 91B68 60J20 62L15 PDF BibTeX XML Cite \textit{K. Szajowski} and \textit{M. Tamaki}, Oper. Res. Lett. 44, No. 4, 498--502 (2016; Zbl 1380.91105) Full Text: DOI arXiv
Nomura, Ryosuke; Uchida, Masayuki Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data. (English) Zbl 1422.62107 J. Jpn. Stat. Soc. 46, No. 2, 129-154 (2016). MSC: 62F15 62F10 60H10 PDF BibTeX XML Cite \textit{R. Nomura} and \textit{M. Uchida}, J. Jpn. Stat. Soc. 46, No. 2, 129--154 (2016; Zbl 1422.62107) Full Text: DOI
Qiu, Qinwei; Liu, Wei; Hu, Liangjian; Mao, Xuerong; You, Surong Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay. (English) Zbl 1344.60059 Stat. Probab. Lett. 115, 16-26 (2016). MSC: 60H10 93E15 93B52 93D15 PDF BibTeX XML Cite \textit{Q. Qiu} et al., Stat. Probab. Lett. 115, 16--26 (2016; Zbl 1344.60059) Full Text: DOI
Favetto, Benjamin Estimating functions for noisy observations of ergodic diffusions. (English) Zbl 1356.62121 Stat. Inference Stoch. Process. 19, No. 1, 1-28 (2016). MSC: 62M05 60J60 62E20 62F12 PDF BibTeX XML Cite \textit{B. Favetto}, Stat. Inference Stoch. Process. 19, No. 1, 1--28 (2016; Zbl 1356.62121) Full Text: DOI
You, Surong; Hu, Liangjian; Mao, Wei; Mao, Xuerong Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations. (English) Zbl 1348.60088 Stat. Probab. Lett. 102, 8-16 (2015). MSC: 60H10 60H30 93E15 93B52 93D09 60J65 PDF BibTeX XML Cite \textit{S. You} et al., Stat. Probab. Lett. 102, 8--16 (2015; Zbl 1348.60088) Full Text: DOI
Hu, Yaozhong; Lee, Chihoon; Lee, Myung Hee; Song, Jian Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. (English) Zbl 1327.62451 Stat. Inference Stoch. Process. 18, No. 3, 279-291 (2015). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{Y. Hu} et al., Stat. Inference Stoch. Process. 18, No. 3, 279--291 (2015; Zbl 1327.62451) Full Text: DOI
Xiao, Weilin; Zhang, Weiguo; Zhang, Xili Parameter identification for drift fractional Brownian motions with application to the Chinese stock markets. (English) Zbl 1322.60041 Commun. Stat., Simulation Comput. 44, No. 8, 2117-2136 (2015). MSC: 60G22 62M10 65C60 91B70 91G60 PDF BibTeX XML Cite \textit{W. Xiao} et al., Commun. Stat., Simulation Comput. 44, No. 8, 2117--2136 (2015; Zbl 1322.60041) Full Text: DOI
Kamatani, Kengo; Uchida, Masayuki Hybrid multi-step estimators for stochastic differential equations based on sampled data. (English) Zbl 1329.62110 Stat. Inference Stoch. Process. 18, No. 2, 177-204 (2015). MSC: 62F12 62M05 60J60 PDF BibTeX XML Cite \textit{K. Kamatani} and \textit{M. Uchida}, Stat. Inference Stoch. Process. 18, No. 2, 177--204 (2015; Zbl 1329.62110) Full Text: DOI
You, Surong; Liu, Wei; Lu, Jianqiu; Mao, Xuerong; Qiu, Qinwei Stabilization of hybrid systems by feedback control based on discrete-time state observations. (English) Zbl 1337.60133 SIAM J. Control Optim. 53, No. 2, 905-925 (2015). MSC: 60H10 60J10 93E15 93D15 93B52 PDF BibTeX XML Cite \textit{S. You} et al., SIAM J. Control Optim. 53, No. 2, 905--925 (2015; Zbl 1337.60133) Full Text: DOI
Luo, Yuqiang; Wei, Guoliang; Liu, Yurong; Ding, Xueming Reliable \(H_{\infty}\) state estimation for 2-D discrete systems with infinite distributed delays and incomplete observations. (English) Zbl 1309.93158 Int. J. Gen. Syst. 44, No. 2, 155-168 (2015). MSC: 93E10 93B36 93C55 93C05 PDF BibTeX XML Cite \textit{Y. Luo} et al., Int. J. Gen. Syst. 44, No. 2, 155--168 (2015; Zbl 1309.93158) Full Text: DOI
Sun, Qing; Zhao, Shunyi; Yin, Yanyan Optimal state estimation for discrete-time Markov jump systems with missing observations. (English) Zbl 1406.93196 Abstr. Appl. Anal. 2014, Article ID 568252, 11 p. (2014). MSC: 93C55 93E10 93E15 60J75 93C41 PDF BibTeX XML Cite \textit{Q. Sun} et al., Abstr. Appl. Anal. 2014, Article ID 568252, 11 p. (2014; Zbl 1406.93196) Full Text: DOI
Sonin, Isaac M. Optimal stopping of seasonal observations and projection of a Markov chain. (English) Zbl 1402.60050 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer (ISBN 978-3-319-02068-6/hbk; 978-3-319-02069-3/ebook). 535-543 (2014). MSC: 60G40 60J10 PDF BibTeX XML Cite \textit{I. M. Sonin}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 535--543 (2014; Zbl 1402.60050) Full Text: DOI
Caballero-Águila, R.; García-Garrido, I.; Linares-Pérez, J. Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements. (English) Zbl 1353.93106 Appl. Math. Comput. 226, 548-563 (2014). MSC: 93E10 93E03 93C05 93C55 PDF BibTeX XML Cite \textit{R. Caballero-Águila} et al., Appl. Math. Comput. 226, 548--563 (2014; Zbl 1353.93106) Full Text: DOI
Favetto, Benjamin Parameter estimation by contrast minimization for noisy observations of a diffusion process. (English) Zbl 1304.62110 Statistics 48, No. 6, 1344-1370 (2014). MSC: 62M09 62F12 PDF BibTeX XML Cite \textit{B. Favetto}, Statistics 48, No. 6, 1344--1370 (2014; Zbl 1304.62110) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (English) Zbl 1333.62200 Stat. Inference Stoch. Process. 17, No. 2, 181-219 (2014). MSC: 62M05 62F12 62F15 60J60 PDF BibTeX XML Cite \textit{M. Uchida} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 17, No. 2, 181--219 (2014; Zbl 1333.62200) Full Text: DOI
Kitagawa, Hayato; Uchida, Masayuki Adaptive test statistics for ergodic diffusion processes sampled at discrete times. (English) Zbl 1287.62016 J. Stat. Plann. Inference 150, 84-110 (2014). MSC: 62M02 62F05 PDF BibTeX XML Cite \textit{H. Kitagawa} and \textit{M. Uchida}, J. Stat. Plann. Inference 150, 84--110 (2014; Zbl 1287.62016) Full Text: DOI
Sirdari, Mahboobeh Zangeneh; Islam, M. Ataharul; Awang, Norhashidah Dependence in binary outcomes: a quadratic exponential model approach. (English) Zbl 1285.62100 Bull. Malays. Math. Sci. Soc. (2) 37, No. 1, 129-137 (2014). MSC: 62M09 60J20 62H20 62F03 62F10 62N03 PDF BibTeX XML Cite \textit{M. Z. Sirdari} et al., Bull. Malays. Math. Sci. Soc. (2) 37, No. 1, 129--137 (2014; Zbl 1285.62100) Full Text: Link
Nakamori, Seiichi; Caballero-Águila, Raquel; Hermoso-Carazo, Aurora; Linares-Pérez, Josefa RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems. (English) Zbl 1337.62293 Appl. Math. Comput. 225, 184-194 (2013). MSC: 62M20 93E10 PDF BibTeX XML Cite \textit{S. Nakamori} et al., Appl. Math. Comput. 225, 184--194 (2013; Zbl 1337.62293) Full Text: DOI
Kim, Michael Jong; Makis, Viliam; Jiang, Rui Parameter estimation for partially observable systems subject to random failure. (English) Zbl 1285.62117 Appl. Stoch. Models Bus. Ind. 29, No. 3, 279-294 (2013). MSC: 62N05 60J20 65C60 62P30 PDF BibTeX XML Cite \textit{M. J. Kim} et al., Appl. Stoch. Models Bus. Ind. 29, No. 3, 279--294 (2013; Zbl 1285.62117) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. (English) Zbl 1284.62539 Stochastic Processes Appl. 123, No. 7, 2851-2876 (2013). MSC: 62M09 62M40 60F10 60J60 PDF BibTeX XML Cite \textit{M. Uchida} and \textit{N. Yoshida}, Stochastic Processes Appl. 123, No. 7, 2851--2876 (2013; Zbl 1284.62539) Full Text: DOI arXiv
Es-Sebaiy, Khalifa Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. (English) Zbl 1283.62171 Stat. Probab. Lett. 83, No. 10, 2372-2385 (2013); corrigendum ibid. 83, No. 11, 2524-2525 (2013). MSC: 62M05 60F05 60G22 60H30 PDF BibTeX XML Cite \textit{K. Es-Sebaiy}, Stat. Probab. Lett. 83, No. 10, 2372--2385 (2013; Zbl 1283.62171) Full Text: DOI arXiv
Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J. Linear estimation based on covariances for networked systems featuring sensor correlated random delays. (English) Zbl 1278.93247 Int. J. Syst. Sci. 44, No. 7, 1233-1244 (2013). MSC: 93E10 93C05 93E24 PDF BibTeX XML Cite \textit{R. Caballero-Águila} et al., Int. J. Syst. Sci. 44, No. 7, 1233--1244 (2013; Zbl 1278.93247) Full Text: DOI
Kremer, Alexander; Weißbach, Rafael Consistent estimation for discretely observed Markov jump processes with an absorbing state. (English) Zbl 1400.62169 Stat. Pap. 54, No. 4, 993-1007 (2013). MSC: 62M05 60J05 60J25 60J75 62N01 62P05 PDF BibTeX XML Cite \textit{A. Kremer} and \textit{R. Weißbach}, Stat. Pap. 54, No. 4, 993--1007 (2013; Zbl 1400.62169) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Adaptive estimation of an ergodic diffusion process based on sampled data. (English) Zbl 1243.62113 Stochastic Processes Appl. 122, No. 8, 2885-2924 (2012). MSC: 62M05 62F12 60J60 60H10 65C60 PDF BibTeX XML Cite \textit{M. Uchida} and \textit{N. Yoshida}, Stochastic Processes Appl. 122, No. 8, 2885--2924 (2012; Zbl 1243.62113) Full Text: DOI
Iacus, Stefano M.; Yoshida, Nakahiro Estimation for the change point of volatility in a stochastic differential equation. (English) Zbl 1235.62118 Stochastic Processes Appl. 122, No. 3, 1068-1092 (2012). MSC: 62M05 62G05 62G20 62M09 60H10 62E20 PDF BibTeX XML Cite \textit{S. M. Iacus} and \textit{N. Yoshida}, Stochastic Processes Appl. 122, No. 3, 1068--1092 (2012; Zbl 1235.62118) Full Text: DOI arXiv
Negri, Ilia; Nishiyama, Yoichi Goodness of fit test for small diffusions by discrete time observations. (English) Zbl 1432.62130 Ann. Inst. Stat. Math. 63, No. 2, 211-225 (2011). MSC: 62G10 60J60 PDF BibTeX XML Cite \textit{I. Negri} and \textit{Y. Nishiyama}, Ann. Inst. Stat. Math. 63, No. 2, 211--225 (2011; Zbl 1432.62130) Full Text: DOI
Atanasov, Nasko; Ichtev, Alexandar Closed-loop system identification with recursive modifications of the instrumental variable method. (English) Zbl 1264.93141 Informatica, Vilnius 22, No. 2, 165-176 (2011). MSC: 93C55 62P30 PDF BibTeX XML Cite \textit{N. Atanasov} and \textit{A. Ichtev}, Informatica, Vilnius 22, No. 2, 165--176 (2011; Zbl 1264.93141) Full Text: Link
Uchida, Masayuki; Yoshida, Nakahiro Estimation for misspecified ergodic diffusion processes from discrete observations. (English) Zbl 1395.62258 ESAIM, Probab. Stat. 15, 270-290 (2011). MSC: 62M05 60J60 62F12 PDF BibTeX XML Cite \textit{M. Uchida} and \textit{N. Yoshida}, ESAIM, Probab. Stat. 15, 270--290 (2011; Zbl 1395.62258) Full Text: DOI
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu Multiplicative Kalman filtering. (English) Zbl 1274.62549 Test 20, No. 2, 389-411 (2011). MSC: 62M05 62M20 60G35 60J60 PDF BibTeX XML Cite \textit{F. Comte} et al., Test 20, No. 2, 389--411 (2011; Zbl 1274.62549) Full Text: DOI
Chang, Jinyuan; Chen, Song Xi On the approximate maximum likelihood estimation for diffusion processes. (English) Zbl 1246.62181 Ann. Stat. 39, No. 6, 2820-2851 (2011). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{J. Chang} and \textit{S. X. Chen}, Ann. Stat. 39, No. 6, 2820--2851 (2011; Zbl 1246.62181) Full Text: DOI Euclid arXiv
Novikov, P. A. Locally most powerful sequential tests for discrete-time Markov processes. (English. Russian original) Zbl 1223.62141 Theory Probab. Appl. 55, No. 2, 322-325 (2011); translation from Teor. Veroyatn. Primen. 55, No. 2, 369-372 (2010). MSC: 62L10 62M02 62M10 62F03 PDF BibTeX XML Cite \textit{P. A. Novikov}, Theory Probab. Appl. 55, No. 2, 322--325 (2011; Zbl 1223.62141); translation from Teor. Veroyatn. Primen. 55, No. 2, 369--372 (2010) Full Text: DOI
Kushner, H. J. Numerical approximations to optimal nonlinear filters. (English) Zbl 1223.93115 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 799-832 (2011). MSC: 93E11 60J10 93E25 PDF BibTeX XML Cite \textit{H. J. Kushner}, in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 799--832 (2011; Zbl 1223.93115)
Novikov, Andrey Optimal sequential procedures with Bayes decision rules. (English) Zbl 1453.62613 Int. Math. Forum 5, No. 41-44, 2137-2147 (2010). MSC: 62L10 62L15 62C10 60G40 PDF BibTeX XML Cite \textit{A. Novikov}, Int. Math. Forum 5, No. 41--44, 2137--2147 (2010; Zbl 1453.62613) Full Text: Link arXiv
Zhao, Yanlong; Zhang, Ji-Feng; Wang, Le Yi; Yin, G. George Identification of Hammerstein systems with quantized observations. (English) Zbl 1210.93077 SIAM J. Control Optim. 48, No. 7, 4352-4376 (2010). MSC: 93E12 93C55 62L20 93E25 PDF BibTeX XML Cite \textit{Y. Zhao} et al., SIAM J. Control Optim. 48, No. 7, 4352--4376 (2010; Zbl 1210.93077) Full Text: DOI
Presman, E. L.; Sonin, I. M. On optimal stopping of random sequences modulated by Markov chain. (English. Russian original) Zbl 1226.60059 Theory Probab. Appl. 54, No. 3, 534-542 (2010); translation from Teor. Veroyatn. Primen. 54, No. 3, 599-608 (2009). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 62L15 90C39 90C40 60J10 PDF BibTeX XML Cite \textit{E. L. Presman} and \textit{I. M. Sonin}, Theory Probab. Appl. 54, No. 3, 534--542 (2010; Zbl 1226.60059); translation from Teor. Veroyatn. Primen. 54, No. 3, 599--608 (2009) Full Text: DOI
Nakamori, Seiichi; Hermoso-Carazo, Aurora; Linares-Pérez, Josefa Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems. (English) Zbl 1219.93123 Appl. Math. Comput. 217, No. 8, 3801-3815 (2010). MSC: 93E10 93E03 93C55 93E11 93C05 PDF BibTeX XML Cite \textit{S. Nakamori} et al., Appl. Math. Comput. 217, No. 8, 3801--3815 (2010; Zbl 1219.93123) Full Text: DOI
Novikov, Andrey Optimal sequential procedures with Bayes decision rules. (English) Zbl 1201.62095 Kybernetika 46, No. 4, 754-770 (2010). MSC: 62L10 62L15 62C10 62M99 PDF BibTeX XML Cite \textit{A. Novikov}, Kybernetika 46, No. 4, 754--770 (2010; Zbl 1201.62095) Full Text: Link EuDML
Hermoso-Carazo, A.; Jiménez-López, J. D.; Linares-Pérez, J. Recursive smoothing algorithms for the estimation of signals from uncertain observations via mixture approximations. (English) Zbl 1193.93163 Int. J. Syst. Sci. 41, No. 6, 647-656 (2010). MSC: 93E10 93C55 93E11 93C41 PDF BibTeX XML Cite \textit{A. Hermoso-Carazo} et al., Int. J. Syst. Sci. 41, No. 6, 647--656 (2010; Zbl 1193.93163) Full Text: DOI
Rásonyi, M. On the statistical analysis of quantized Gaussian AR(1) processes. (English) Zbl 1193.93179 Int. J. Adapt. Control Signal Process. 24, No. 6, 490-507 (2010). MSC: 93E12 93C55 PDF BibTeX XML Cite \textit{M. Rásonyi}, Int. J. Adapt. Control Signal Process. 24, No. 6, 490--507 (2010; Zbl 1193.93179) Full Text: DOI
Novikov, Andrey; Novikov, Petr Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives. (English) Zbl 1178.62087 J. Stat. Plann. Inference 140, No. 3, 750-765 (2010). MSC: 62L10 62M07 62L15 62C10 PDF BibTeX XML Cite \textit{A. Novikov} and \textit{P. Novikov}, J. Stat. Plann. Inference 140, No. 3, 750--765 (2010; Zbl 1178.62087) Full Text: DOI arXiv
Chaleyat-Maurel, Mireille; Genon-Catalot, Valentine Filtering the Wright-Fisher diffusion. (English) Zbl 1181.93084 ESAIM, Probab. Stat. 13, 197-217 (2009). MSC: 93E11 60G35 62C10 PDF BibTeX XML Cite \textit{M. Chaleyat-Maurel} and \textit{V. Genon-Catalot}, ESAIM, Probab. Stat. 13, 197--217 (2009; Zbl 1181.93084) Full Text: DOI EuDML
Boguslavsky, I. A. A Bayes estimator of parameters of nonlinear dynamic systems. (English) Zbl 1183.93121 Math. Probl. Eng. 2009, Article ID 801475, 21 p. (2009). MSC: 93E10 93E12 93C10 93C55 PDF BibTeX XML Cite \textit{I. A. Boguslavsky}, Math. Probl. Eng. 2009, Article ID 801475, 21 p. (2009; Zbl 1183.93121) Full Text: DOI EuDML
Stanković, Srdjan S.; Stanković, Miloš S.; Stipanović, Dušan M. Consensus based overlapping decentralized estimation with missing observations and communication faults. (English) Zbl 1166.93374 Automatica 45, No. 6, 1397-1406 (2009). MSC: 93E10 93A15 93A14 93E11 90B15 93C55 PDF BibTeX XML Cite \textit{S. S. Stanković} et al., Automatica 45, No. 6, 1397--1406 (2009; Zbl 1166.93374) Full Text: DOI
Mahadik, Shashibhushan B.; Shirke, Digambar T. A special variable sample size and sampling interval \(\overline X\) chart. (English) Zbl 1165.93324 Commun. Stat., Theory Methods 38, No. 8, 1284-1299 (2009). MSC: 93C57 60J10 PDF BibTeX XML Cite \textit{S. B. Mahadik} and \textit{D. T. Shirke}, Commun. Stat., Theory Methods 38, No. 8, 1284--1299 (2009; Zbl 1165.93324) Full Text: DOI
Novikov, A. Optimal sequential multiple hypothesis tests. (English) Zbl 1167.62453 Kybernetika 45, No. 2, 309-330 (2009). MSC: 62L10 62L15 62M07 62C10 62F15 PDF BibTeX XML Cite \textit{A. Novikov}, Kybernetika 45, No. 2, 309--330 (2009; Zbl 1167.62453) Full Text: Link EuDML
Novikov, Andrey Optimal sequential tests for two simple hypotheses. (English) Zbl 1162.62080 Sequential Anal. 28, No. 2, 188-217 (2009). MSC: 62L10 62L15 62C10 62M07 62F15 62M02 PDF BibTeX XML Cite \textit{A. Novikov}, Sequential Anal. 28, No. 2, 188--217 (2009; Zbl 1162.62080) Full Text: DOI Link
Atanasov, Nasko; Pupeikis, Rimantas On recursive calculation of M- and GM-estimates by direct identification in LQG control systems. (English) Zbl 1161.93337 Informatica, Vilnius 20, No. 1, 3-22 (2009). MSC: 93E10 93C55 93C05 PDF BibTeX XML Cite \textit{N. Atanasov} and \textit{R. Pupeikis}, Informatica, Vilnius 20, No. 1, 3--22 (2009; Zbl 1161.93337) Full Text: Link Link
Gloter, Arnaud; Sørensen, Michael Estimation for stochastic differential equations with a small diffusion coefficient. (English) Zbl 1157.62055 Stochastic Processes Appl. 119, No. 3, 679-699 (2009). MSC: 62M05 62F12 65C60 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Sørensen}, Stochastic Processes Appl. 119, No. 3, 679--699 (2009; Zbl 1157.62055) Full Text: DOI
Hayashi, Takaki; Yoshida, Nakahiro Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes. (English) Zbl 1332.62284 Ann. Inst. Stat. Math. 60, No. 2, 367-406 (2008). MSC: 62M05 62M09 62P05 60J60 PDF BibTeX XML Cite \textit{T. Hayashi} and \textit{N. Yoshida}, Ann. Inst. Stat. Math. 60, No. 2, 367--406 (2008; Zbl 1332.62284) Full Text: DOI
Borisov, A. V. Minimax a posteriori estimation of the Markov processes with finite state spaces. (English. Russian original) Zbl 1156.93034 Autom. Remote Control 69, No. 2, 233-246 (2008); translation from Avtom. Telemekh. 2008, No. 2, 64-79 (2008). MSC: 93E10 93E11 93E12 60J05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 69, No. 2, 233--246 (2008; Zbl 1156.93034); translation from Avtom. Telemekh. 2008, No. 2, 64--79 (2008) Full Text: DOI
Hermoso-Carazo, A.; Linares-Pérez, J.; Jiménez-López, J. D.; Caballero-Águila, R.; Nakamori, S. Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty. (English) Zbl 1157.65314 Appl. Math. Comput. 203, No. 1, 243-251 (2008). MSC: 65C60 62M20 62G05 PDF BibTeX XML Cite \textit{A. Hermoso-Carazo} et al., Appl. Math. Comput. 203, No. 1, 243--251 (2008; Zbl 1157.65314) Full Text: DOI
Uchida, Masayuki Approximate martingale estimating functions for stochastic differential equations with small noises. (English) Zbl 1145.62065 Stochastic Processes Appl. 118, No. 9, 1706-1721 (2008). MSC: 62M05 62F12 60H10 60J60 PDF BibTeX XML Cite \textit{M. Uchida}, Stochastic Processes Appl. 118, No. 9, 1706--1721 (2008; Zbl 1145.62065) Full Text: DOI
Gradinaru, Mihai; Nourdin, Ivan Stochastic volatility: approximation and goodness-of-fit test. (English) Zbl 1133.62065 Probab. Math. Stat. 28, No. 1, 1-19 (2008). MSC: 62M02 62M05 60J60 62G10 60H10 62G05 60J70 62P05 PDF BibTeX XML Cite \textit{M. Gradinaru} and \textit{I. Nourdin}, Probab. Math. Stat. 28, No. 1, 1--19 (2008; Zbl 1133.62065)
Du, Shiping The learning algorithm of HMM2 based on grouping multiple observations by multiple correlation coefficient. (Chinese. English summary) Zbl 1150.60411 J. Northwest Univ., Nat. Sci. Ed. 37, No. 2, 183-186 (2007). MSC: 60J20 91D35 91E40 PDF BibTeX XML Cite \textit{S. Du}, J. Northwest Univ., Nat. Sci. Ed. 37, No. 2, 183--186 (2007; Zbl 1150.60411)
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves Penalized nonparametric mean square estimation of the coefficients of diffusion processes. (English) Zbl 1127.62067 Bernoulli 13, No. 2, 514-543 (2007). MSC: 62M05 62G05 65C60 PDF BibTeX XML Cite \textit{F. Comte} et al., Bernoulli 13, No. 2, 514--543 (2007; Zbl 1127.62067) Full Text: DOI arXiv
Nakamori, S.; Caballero-Águila, R.; Hermoso-Carazo, A.; Jiménez-López, J. D.; Linares-Pérez, J. Signal polynomial smoothing from correlated interrupted observations based on covariances. (English) Zbl 1129.60040 Math. Methods Appl. Sci. 30, No. 14, 1645-1665 (2007). MSC: 60G35 62M20 PDF BibTeX XML Cite \textit{S. Nakamori} et al., Math. Methods Appl. Sci. 30, No. 14, 1645--1665 (2007; Zbl 1129.60040) Full Text: DOI
Hermoso-Carazo, A.; Linares-Pérez, J. Different approaches for state filtering in nonlinear systems with uncertain observations. (English) Zbl 1114.93102 Appl. Math. Comput. 187, No. 2, 708-724 (2007). MSC: 93E24 93C10 93E11 93C55 PDF BibTeX XML Cite \textit{A. Hermoso-Carazo} and \textit{J. Linares-Pérez}, Appl. Math. Comput. 187, No. 2, 708--724 (2007; Zbl 1114.93102) Full Text: DOI
Chaleyat-Maurel, Mireille; Genon-Catalot, Valentine Computable infinite-dimensional filters with applications to discretized diffusion processes. (English) Zbl 1122.93079 Stochastic Processes Appl. 116, No. 10, 1447-1467 (2006). Reviewer: George S. Stavrakakis (Chania) MSC: 93E11 60G35 62C10 PDF BibTeX XML Cite \textit{M. Chaleyat-Maurel} and \textit{V. Genon-Catalot}, Stochastic Processes Appl. 116, No. 10, 1447--1467 (2006; Zbl 1122.93079) Full Text: DOI
Novikov, Andrey Asymptotic optimality of two-stage hypotheses tests. (English) Zbl 1118.62027 Aguilar, M. (ed.) et al., 37th national congress of the Mexican Mathematical Society, Ensenada, Mexico, October 10–15, 2004. Proceedings. México: Sociedad Matemática Mexicana. Aportaciones Matemáticas. Comunicaciones 35, 31-37 (2005). MSC: 62F05 62L10 62M02 PDF BibTeX XML Cite \textit{A. Novikov}, Aportaciones Mat., Comun. 35, 31--37 (2005; Zbl 1118.62027)
Hayashi, Takaki; Yoshida, Nakahiro On covariance estimation of non-synchronously observed diffusion processes. (English) Zbl 1064.62091 Bernoulli 11, No. 2, 359-379 (2005). MSC: 62M05 62P05 PDF BibTeX XML Cite \textit{T. Hayashi} and \textit{N. Yoshida}, Bernoulli 11, No. 2, 359--379 (2005; Zbl 1064.62091) Full Text: DOI
Uchida, Masayuki Estimation for dynamical systems with small noise from discrete observations. (English) Zbl 1063.62116 J. Jpn. Stat. Soc. 33, No. 2, 157-167 (2003). MSC: 62M05 60H10 62F12 60G44 PDF BibTeX XML Cite \textit{M. Uchida}, J. Jpn. Stat. Soc. 33, No. 2, 157--167 (2003; Zbl 1063.62116) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine Conditional likelihood estimators for hidden Markov models and stochastic volatility models. (English) Zbl 1053.62088 Scand. J. Stat. 30, No. 2, 297-316 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62M05 62P05 62M20 91B28 PDF BibTeX XML Cite \textit{V. Genon-Catalot} et al., Scand. J. Stat. 30, No. 2, 297--316 (2003; Zbl 1053.62088) Full Text: DOI
Sørensen, Helle Simulated likelihood approximation for stochastic volatility models. (English) Zbl 1053.62090 Scand. J. Stat. 30, No. 2, 257-276 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62M05 62P05 60H10 91B28 PDF BibTeX XML Cite \textit{H. Sørensen}, Scand. J. Stat. 30, No. 2, 257--276 (2003; Zbl 1053.62090) Full Text: DOI
Genon-Catalot, Valentine A non-linear explicit filter. (English) Zbl 1041.62079 Stat. Probab. Lett. 61, No. 2, 145-154 (2003). MSC: 62M20 93E11 60G35 PDF BibTeX XML Cite \textit{V. Genon-Catalot}, Stat. Probab. Lett. 61, No. 2, 145--154 (2003; Zbl 1041.62079) Full Text: DOI
Allam, Sébastien; Dufour, François; Bertrand, Pierre Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering. (English) Zbl 1005.93045 IEEE Trans. Autom. Control 46, No. 6, 903-908 (2001). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E10 93E11 60J10 60J75 PDF BibTeX XML Cite \textit{S. Allam} et al., IEEE Trans. Autom. Control 46, No. 6, 903--908 (2001; Zbl 1005.93045) Full Text: DOI
Gloter, Arnaud Parameter estimation for a discrete sampling of an integrated Ornstein-Uhlenbeck process. (English) Zbl 0980.62072 Statistics 35, No. 3, 225-243 (2001). MSC: 62M05 62F12 62M10 65C60 PDF BibTeX XML Cite \textit{A. Gloter}, Statistics 35, No. 3, 225--243 (2001; Zbl 0980.62072) Full Text: DOI
Chigansky, P.; Liptser, R.; Bobrovsky, B. Z. A simple asymptotically optimal filter over an infinite horizon. (English) Zbl 0981.60042 J. Appl. Math. Stochastic Anal. 14, No. 1, 93-112 (2001). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 60G35 60H10 93E11 93C55 PDF BibTeX XML Cite \textit{P. Chigansky} et al., J. Appl. Math. Stochastic Anal. 14, No. 1, 93--112 (2001; Zbl 0981.60042) Full Text: DOI EuDML
Fazekas, István; Kukush, Alexander G. Infill asymptotics inside increasing domains for the least squares estimator in linear models. (English) Zbl 0982.62078 Stat. Inference Stoch. Process. 3, No. 3, 199-223 (2000). MSC: 62M30 60J05 62J05 PDF BibTeX XML Cite \textit{I. Fazekas} and \textit{A. G. Kukush}, Stat. Inference Stoch. Process. 3, No. 3, 199--223 (2000; Zbl 0982.62078) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine Stochastic volatility models as hidden Markov models and statistical applications. (English) Zbl 0966.62048 Bernoulli 6, No. 6, 1051-1079 (2000). MSC: 62M05 62P05 62F10 PDF BibTeX XML Cite \textit{V. Genon-Catalot} et al., Bernoulli 6, No. 6, 1051--1079 (2000; Zbl 0966.62048) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine Parameter estimation for discretely observed stochastic volatility models. (English) Zbl 0942.62096 Bernoulli 5, No. 5, 855-872 (1999). MSC: 62M05 62P05 60J70 PDF BibTeX XML Cite \textit{V. Genon-Catalot} et al., Bernoulli 5, No. 5, 855--872 (1999; Zbl 0942.62096) Full Text: DOI
Katkovnik, Vladimir Discrete-time local polynomial approximation of the instantaneous frequency. (English) Zbl 0978.94016 IEEE Trans. Signal Process. 46, No. 10, 2626-2637 (1998). MSC: 94A12 65C60 94A11 PDF BibTeX XML Cite \textit{V. Katkovnik}, IEEE Trans. Signal Process. 46, No. 10, 2626--2637 (1998; Zbl 0978.94016) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine Limit theorems for discretely observed stochastic volatility models. (English) Zbl 0916.60075 Bernoulli 4, No. 3, 283-303 (1998). Reviewer: Peter Bank (Berlin) MSC: 60J70 91B28 60F05 PDF BibTeX XML Cite \textit{V. Genon-Catalot} et al., Bernoulli 4, No. 3, 283--303 (1998; Zbl 0916.60075) Full Text: DOI
Kannan, D.; Rushton, J. Nelson; Zhang, Qing Finite dimensional exact filters for linear systems in mixed time. II: Parameter estimation. (English) Zbl 0910.93074 Dyn. Syst. Appl. 7, No. 2, 165-185 (1998). Reviewer: G.Di Masi (Padova) MSC: 93E11 93E12 PDF BibTeX XML Cite \textit{D. Kannan} et al., Dyn. Syst. Appl. 7, No. 2, 165--185 (1998; Zbl 0910.93074)
Kannan, D.; Rushton, J. Nelson; Zhang, Qing Finite dimensional exact filters for linear systems in mixed time. I: Filters. (English) Zbl 0910.93073 Dyn. Syst. Appl. 7, No. 2, 145-163 (1998). Reviewer: G.Di Masi (Padova) MSC: 93E11 PDF BibTeX XML Cite \textit{D. Kannan} et al., Dyn. Syst. Appl. 7, No. 2, 145--163 (1998; Zbl 0910.93073)
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L. Adaptive control of a partially observed discrete time Markov process. (English) Zbl 0897.93061 Appl. Math. Optimization 37, No. 3, 269-293 (1998). Reviewer: Yu.S.Mishura (Kyïv) MSC: 93E35 93E12 60J05 PDF BibTeX XML Cite \textit{T. E. Duncan} et al., Appl. Math. Optim. 37, No. 3, 269--293 (1998; Zbl 0897.93061) Full Text: DOI
NaNacara, Wittawat; Engin Yaz, Edwin Recursive estimator for linear and nonlinear systems with uncertain observations. (English) Zbl 0908.93061 Signal Process. 62, No. 2, 215-228 (1997). MSC: 93E10 PDF BibTeX XML Cite \textit{W. NaNacara} and \textit{E. Engin Yaz}, Signal Process. 62, No. 2, 215--228 (1997; Zbl 0908.93061) Full Text: DOI
Lopes, Artur; Lopes, Sílvia On the dimension of the predictive process of a memoryless channel. (English) Zbl 0874.60065 Stochastic Anal. Appl. 14, No. 4, 411-420 (1996). MSC: 60J10 PDF BibTeX XML Cite \textit{A. Lopes} and \textit{S. Lopes}, Stochastic Anal. Appl. 14, No. 4, 411--420 (1996; Zbl 0874.60065) Full Text: DOI
Bosov, A. V.; Pankov, A. P. Conditionally-minimax filtration in a system with commutating observation channels. (English. Russian original) Zbl 0918.93055 Autom. Remote Control 56, No. 6, Pt. 2, 835-843 (1995); translation from Avtom. Telemekh. 1995, No. 6, 87-97 (1995). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E11 93C10 93C55 60J10 PDF BibTeX XML Cite \textit{A. V. Bosov} and \textit{A. P. Pankov}, Autom. Remote Control 56, No. 6, Part 2, 835--843 (1995; Zbl 0918.93055); translation from Avtom. Telemekh. 1995, No. 6, 87--97 (1995)
Bibby, Bo Martin; Sørensen, Michael Martingale estimation functions for discretely observed diffusion processes. (English) Zbl 0830.62075 Bernoulli 1, No. 1-2, 17-39 (1995). MSC: 62M05 60H10 60G44 PDF BibTeX XML Cite \textit{B. M. Bibby} and \textit{M. Sørensen}, Bernoulli 1, No. 1--2, 17--39 (1995; Zbl 0830.62075) Full Text: DOI
Orlov, Yury V.; Basin, Michael V. On minmax filtering over discrete-continuous observations. (English) Zbl 0834.93057 IEEE Trans. Autom. Control 40, No. 9, 1623-1626 (1995). MSC: 93E11 49J35 93C55 PDF BibTeX XML Cite \textit{Y. V. Orlov} and \textit{M. V. Basin}, IEEE Trans. Autom. Control 40, No. 9, 1623--1626 (1995; Zbl 0834.93057) Full Text: DOI