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 PDF BibTeX XML Cite \textit{Y. Liu} et al., J. Time Ser. Anal. 41, No. 2, 229--248 (2020; Zbl 1455.62174) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Tail expectile process and risk assessment. (English) Zbl 1441.62263 Bernoulli 26, No. 1, 531-556 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G32 91G05 91G15 60G70 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., Bernoulli 26, No. 1, 531--556 (2020; Zbl 1441.62263) Full Text: DOI Euclid
Stinis, Panos; Hagge, Tobias; Tartakovsky, Alexandre M.; Yeung, Enoch Enforcing constraints for interpolation and extrapolation in generative adversarial networks. (English) Zbl 1453.68159 J. Comput. Phys. 397, Article ID 108844, 18 p. (2019). MSC: 68T05 34C60 62M45 65D05 91A80 PDF BibTeX XML Cite \textit{P. Stinis} et al., J. Comput. Phys. 397, Article ID 108844, 18 p. (2019; Zbl 1453.68159) Full Text: DOI
Xu, Yong; Mei, Ruoxing; Li, Yongge; Kurths, Jürgen Particle transport in a confined ratchet driven by the colored noise. (English) Zbl 1442.82037 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 443-456 (2019). MSC: 82C70 82C31 65L06 60H10 60H40 PDF BibTeX XML Cite \textit{Y. Xu} et al., Springer Proc. Math. Stat. 282, 443--456 (2019; Zbl 1442.82037) Full Text: DOI
Schober, Michael; Särkkä, Simo; Hennig, Philipp A probabilistic model for the numerical solution of initial value problems. (English) Zbl 07119314 Stat. Comput. 29, No. 1, 99-122 (2019). MSC: 60H30 62M05 65C20 65L05 65L06 PDF BibTeX XML Cite \textit{M. Schober} et al., Stat. Comput. 29, No. 1, 99--122 (2019; Zbl 07119314) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Estimation of tail risk based on extreme expectiles. (English) Zbl 1383.62235 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 2, 263-292 (2018). MSC: 62P05 62G32 60G70 91B30 91G70 PDF BibTeX XML Cite \textit{A. Daouia} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 2, 263--292 (2018; Zbl 1383.62235) Full Text: DOI
Yao, Yi-Ching; Wei-Chung Miao, Daniel; Chang-Shuo Lin, Xenos Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. (English) Zbl 1400.60022 J. Appl. Probab. 54, No. 1, 304-319 (2017). MSC: 60E05 62E20 60J10 60D05 PDF BibTeX XML Cite \textit{Y.-C. Yao} et al., J. Appl. Probab. 54, No. 1, 304--319 (2017; Zbl 1400.60022) Full Text: DOI arXiv
Moklyachuk, M. P.; Sidei, M. I. Interpolation of functionals of stationary processes with missing observations. (English) Zbl 1363.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24-30 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDF BibTeX XML Cite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24--30 (2016; Zbl 1363.60052)
Moklyachuk, M. P.; Sidei, M. I. An extrapolation problem for functionals of stationary processes with missing observations. (English) Zbl 1363.60051 Bukovyn. Mat. Zh. 4, No. 1-2, 122-129 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDF BibTeX XML Cite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Bukovyn. Mat. Zh. 4, No. 1--2, 122--129 (2016; Zbl 1363.60051)
Shen, Yan; Zhang, Liling; Zhang, Qizhi; Di, Dajun Optimization and its application for GM (1,1) model based on the third and the fourth order Runge-Kutta method. (Chinese. English summary) Zbl 1363.93037 Math. Pract. Theory 46, No. 7, 168-173 (2016). MSC: 93A30 62M20 93C41 65L06 PDF BibTeX XML Cite \textit{Y. Shen} et al., Math. Pract. Theory 46, No. 7, 168--173 (2016; Zbl 1363.93037)
Moklyachuk, Mikhail; Golichenko, Iryna Periodically correlated processes estimates. (English) Zbl 1374.62001 Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-88507-5). 308 p. (2016). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62F35 93E10 93E11 PDF BibTeX XML Cite \textit{M. Moklyachuk} and \textit{I. Golichenko}, Periodically correlated processes estimates. Saarbrücken: LAP Lambert Academic Publishing (2016; Zbl 1374.62001)
Rybakov, Konstantin A. Extrapolation algorithms for stochastic differential systems based on modeling special branching process. (Russian. English summary) Zbl 1359.60085 Differ. Uravn. Protsessy Upr. 2015, No. 1, 25-38 (2015). MSC: 60H35 60H10 60J80 65C30 60G25 60G35 PDF BibTeX XML Cite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2015, No. 1, 25--38 (2015; Zbl 1359.60085) Full Text: Link
Rybakov, K. A. Modified statistical algorithms for filtering and extrapolation in continuous-time stochastic systems. (Russian. English summary) Zbl 1343.60043 Izv. Inst. Mat. Inform., Udmurt. Gos. Univ. 2015, No. 2(46), 155-162 (2015). MSC: 60G35 60H35 60H10 60J80 93E11 65C30 62M20 PDF BibTeX XML Cite \textit{K. A. Rybakov}, Izv. Inst. Mat. Inform., Udmurt. Gos. Univ. 2015, No. 2(46), 155--162 (2015; Zbl 1343.60043) Full Text: MNR
Lemaire, Vincent; Pagès, Gilles; Panloup, Fabien Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation. (English. French summary) Zbl 1329.60281 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 4, 1562-1596 (2015). MSC: 60J60 60J65 60F05 60H10 60H35 60G10 65C30 65C05 49Q20 PDF BibTeX XML Cite \textit{V. Lemaire} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 4, 1562--1596 (2015; Zbl 1329.60281) Full Text: DOI Euclid
Frikha, N.; Huang, Lorick A multi-step Richardson-Romberg extrapolation method for stochastic approximation. (English) Zbl 1336.60137 Stochastic Processes Appl. 125, No. 11, 4066-4101 (2015). MSC: 60H35 60H10 65C30 65C05 60J60 93E20 49J55 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{L. Huang}, Stochastic Processes Appl. 125, No. 11, 4066--4101 (2015; Zbl 1336.60137) Full Text: DOI
Brynjarsdóttir, Jenný; O’Hagan, Anthony Learning about physical parameters: the importance of model discrepancy. (English) Zbl 1307.60042 Inverse Probl. 30, No. 11, Article ID 114007, 24 p. (2014). MSC: 60G25 60G15 62M20 65B05 65J22 PDF BibTeX XML Cite \textit{J. Brynjarsdóttir} and \textit{A. O'Hagan}, Inverse Probl. 30, No. 11, Article ID 114007, 24 p. (2014; Zbl 1307.60042) Full Text: DOI
Golichenko, Iryna; Moklyachuk, M. P. Estimates of functionals of periodically correlated stochastic processes. (Оцінки функціоналів від периодично корелованих процесів.) (Ukrainian) Zbl 1324.62001 Kyïv: Interservis (ISBN 978-617-696-270-0). 208 p. (2014). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62F35 93E10 93E11 PDF BibTeX XML Cite \textit{I. Golichenko} and \textit{M. P. Moklyachuk}, Оцінки функціоналів від периодично корелованих процесів (Ukrainian). Kyïv: Interservis (2014; Zbl 1324.62001)
Krein, Mark G.; Langer, Heinz Continuation of Hermitian positive definite functions and related questions. (English) Zbl 1306.47022 Integral Equations Oper. Theory 78, No. 1, 1-69 (2014). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 47A57 34A55 34M05 47B32 42A82 60G10 01A75 PDF BibTeX XML Cite \textit{M. G. Krein} and \textit{H. Langer}, Integral Equations Oper. Theory 78, No. 1, 1--69 (2014; Zbl 1306.47022) Full Text: DOI
Toral, Raúl; Colet, Pere Stochastic numerical methods. An introduction for students and scientists. (English) Zbl 1298.65009 Physics Textbook. Weinheim: Wiley-VCH (ISBN 978-3-527-41149-8/pbk; 978-3-527-68314-7/ebook). xv, 402 p. (2014). Reviewer: Jialin Hong (Beijing) MSC: 65Cxx 65-01 60-01 82C80 65T50 82C26 92D25 80A32 60H15 60H35 35R60 PDF BibTeX XML Cite \textit{R. Toral} and \textit{P. Colet}, Stochastic numerical methods. An introduction for students and scientists. Weinheim: Wiley-VCH (2014; Zbl 1298.65009) Full Text: DOI
Pagès, Gilles; Panloup, Fabien A mixed-step algorithm for the approximation of the stationary regime of a diffusion. (English) Zbl 1284.60075 Stochastic Processes Appl. 124, No. 1, 522-565 (2014). MSC: 60G10 60J60 65C05 65D15 60F05 PDF BibTeX XML Cite \textit{G. Pagès} and \textit{F. Panloup}, Stochastic Processes Appl. 124, No. 1, 522--565 (2014; Zbl 1284.60075) Full Text: DOI
Xu, W.-Q. Extrapolation methods for random approximations of \(\pi\). (English) Zbl 1360.60036 J. Numer. Math. Stoch. 5, No. 1, 81-92 (2013). MSC: 60D05 60F05 65C50 PDF BibTeX XML Cite \textit{W. Q. Xu}, J. Numer. Math. Stoch. 5, No. 1, 81--92 (2013; Zbl 1360.60036) Full Text: Link
Karcher, Wolfgang; Shmileva, Elena; Spodarev, Evgeny Extrapolation of stable random fields. (English) Zbl 1295.60066 J. Multivariate Anal. 115, 516-536 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60G25 62M20 60E07 PDF BibTeX XML Cite \textit{W. Karcher} et al., J. Multivariate Anal. 115, 516--536 (2013; Zbl 1295.60066) Full Text: DOI arXiv
Gluzman, S.; Yukalov, V. I. Self-similar continued root approximants. (English) Zbl 1396.34038 Phys. Lett., A 377, No. 1-2, 124-128 (2012). MSC: 34E05 60G18 PDF BibTeX XML Cite \textit{S. Gluzman} and \textit{V. I. Yukalov}, Phys. Lett., A 377, No. 1--2, 124--128 (2012; Zbl 1396.34038) Full Text: DOI
Moklyachuk, Mikhail; Masyutka, Oleksandr Minimax-robust estimation technique for stationary stochastic processes. (English) Zbl 1289.62001 Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-19817-5). 289 p. (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62M40 62F35 93E10 93E11 PDF BibTeX XML Cite \textit{M. Moklyachuk} and \textit{O. Masyutka}, Minimax-robust estimation technique for stationary stochastic processes. Saarbrücken: LAP Lambert Academic Publishing (2012; Zbl 1289.62001)
Atamanyuk, I. P. Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors. (English. Russian original) Zbl 1302.65036 Cybern. Syst. Anal. 47, No. 2, 305-310 (2011); translation from Kibern. Sist. Anal. 2011, No. 2, 154-159 (2011). MSC: 65C50 60G07 60G35 PDF BibTeX XML Cite \textit{I. P. Atamanyuk}, Cybern. Syst. Anal. 47, No. 2, 305--310 (2011; Zbl 1302.65036); translation from Kibern. Sist. Anal. 2011, No. 2, 154--159 (2011) Full Text: DOI
Jarrow, Robert; Kchia, Younes; Protter, Philip How to detect an asset bubble. (English) Zbl 1239.91184 SIAM J. Financ. Math. 2, 839-865 (2011). Reviewer: Weiping Li (Stillwater) MSC: 91G70 60G44 60G48 60G07 60H05 60H20 PDF BibTeX XML Cite \textit{R. Jarrow} et al., SIAM J. Financ. Math. 2, 839--865 (2011; Zbl 1239.91184) Full Text: DOI
Tzoufras, M.; Bell, A. R.; Norreys, P. A.; Tsung, F. S. A Vlasov-Fokker-Planck code for high energy density physics. (English) Zbl 1231.82050 J. Comput. Phys. 230, No. 17, 6475-6494 (2011). MSC: 82C31 82-08 82D10 65N06 82C70 35Q84 82C22 65L06 35Q83 78A25 PDF BibTeX XML Cite \textit{M. Tzoufras} et al., J. Comput. Phys. 230, No. 17, 6475--6494 (2011; Zbl 1231.82050) Full Text: DOI
Buckwar, Evelyn; Riedler, Martin G. Runge-Kutta methods for jump-diffusion differential equations. (English) Zbl 1252.65010 J. Comput. Appl. Math. 236, No. 6, 1155-1182 (2011). MSC: 65C30 60H10 60H35 34F05 65L06 60J75 PDF BibTeX XML Cite \textit{E. Buckwar} and \textit{M. G. Riedler}, J. Comput. Appl. Math. 236, No. 6, 1155--1182 (2011; Zbl 1252.65010) Full Text: DOI
Hussein, A.; Selim, M. M. A developed solution of the stochastic Milne problem using probabilistic transformations. (English) Zbl 1197.60071 Appl. Math. Comput. 216, No. 10, 2910-2919 (2010). MSC: 60H35 82C70 60H20 65C30 PDF BibTeX XML Cite \textit{A. Hussein} and \textit{M. M. Selim}, Appl. Math. Comput. 216, No. 10, 2910--2919 (2010; Zbl 1197.60071) Full Text: DOI
Kumaresan, N.; Balasubramaniam, P. Optimal control for stochastic nonlinear singular system using neural networks. (English) Zbl 1165.93343 Comput. Math. Appl. 56, No. 9, 2145-2154 (2008). MSC: 93E20 60H35 62M45 49N10 65L06 PDF BibTeX XML Cite \textit{N. Kumaresan} and \textit{P. Balasubramaniam}, Comput. Math. Appl. 56, No. 9, 2145--2154 (2008; Zbl 1165.93343) Full Text: DOI
Fomin-Shatashvili, A. A.; Shatashvili, A. D. A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II. (English. Russian original) Zbl 1162.60319 Cybern. Syst. Anal. 44, No. 4, 555-563 (2008); Translation from Kibern. Sist. Anal. 2008, No. 4, 110-119 (2008). MSC: 60G25 60H10 60H35 PDF BibTeX XML Cite \textit{A. A. Fomin-Shatashvili} and \textit{A. D. Shatashvili}, Cybern. Syst. Anal. 44, No. 4, 555--563 (2008; Zbl 1162.60319) Full Text: DOI
Fomin-Shatashvili, A. A.; Shatashvili, A. D. A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I. (English. Russian original) Zbl 1158.60340 Cybern. Syst. Anal. 44, No. 3, 434-440 (2008); translation from Kibern. Sist. Anal. 2008, No. 3, 149-157 (2008). MSC: 60G25 PDF BibTeX XML Cite \textit{A. A. Fomin-Shatashvili} and \textit{A. D. Shatashvili}, Cybern. Syst. Anal. 44, No. 3, 434--440 (2008; Zbl 1158.60340); translation from Kibern. Sist. Anal. 2008, No. 3, 149--157 (2008) Full Text: DOI
Pagès, Gilles Multi-step Richardson-Romberg extrapolation: remarks on variance control and complexity. (English) Zbl 1119.65004 Monte Carlo Methods Appl. 13, No. 1, 37-70 (2007). MSC: 65C30 60H10 60H35 60J60 PDF BibTeX XML Cite \textit{G. Pagès}, Monte Carlo Methods Appl. 13, No. 1, 37--70 (2007; Zbl 1119.65004) Full Text: DOI arXiv
Moklyachuk, Mikhail; Masyutka, Aleksandr Robust estimation problems for stochastic processes. (English) Zbl 1142.62059 Theory Stoch. Process. 12, No. 28, Part 3-4, 88-113 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M09 62M15 60G10 60G35 62M20 93E10 93E11 PDF BibTeX XML Cite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 12(28), No. 3--4, 88--113 (2006; Zbl 1142.62059)
Picchini, Umberto; Ditlevsen, Susanne; De Gaetano, Andrea Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations. (English) Zbl 1113.92039 J. Math. Biol. 53, No. 5, 771-796 (2006). MSC: 92C50 60H10 65L06 37N25 62P10 34F05 PDF BibTeX XML Cite \textit{U. Picchini} et al., J. Math. Biol. 53, No. 5, 771--796 (2006; Zbl 1113.92039) Full Text: DOI
Nekrutkin, V.; Potapov, P. Two variants of a stochastic Euler method for homogeneous balance differential equations. (English) Zbl 1070.65003 Monte Carlo Methods Appl. 10, No. 3-4, 469-479 (2004). MSC: 65C30 60H10 60H35 65C05 65C35 65L06 PDF BibTeX XML Cite \textit{V. Nekrutkin} and \textit{P. Potapov}, Monte Carlo Methods Appl. 10, No. 3--4, 469--479 (2004; Zbl 1070.65003) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations. (English) Zbl 1059.65007 J. Comput. Phys. 197, No. 1, 275-298 (2004). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 65C05 34F05 65L06 81Q30 28B05 65D15 PDF BibTeX XML Cite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, J. Comput. Phys. 197, No. 1, 275--298 (2004; Zbl 1059.65007) Full Text: DOI
Rößler, Andreas Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (English) Zbl 1038.65003 J. Comput. Appl. Math. 164-165, 613-627 (2004). MSC: 65C30 65L06 60H35 60H10 34F05 65L20 PDF BibTeX XML Cite \textit{A. Rößler}, J. Comput. Appl. Math. 164--165, 613--627 (2004; Zbl 1038.65003) Full Text: DOI
Bossy, Mireille Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws. (English) Zbl 1041.65015 Math. Comput. 73, No. 246, 777-812 (2004). Reviewer: Michael Junk (Saarbrücken) MSC: 65C35 65M15 60H10 60K35 65M12 35L65 PDF BibTeX XML Cite \textit{M. Bossy}, Math. Comput. 73, No. 246, 777--812 (2004; Zbl 1041.65015) Full Text: DOI
Fernández-Pascual, R.; Ruiz-Medina, M. D.; Angulo, J. M. Multiscale estimation of processes related to the fractional Black-Scholes equation. (English) Zbl 1037.62109 Comput. Stat. 18, No. 3, 401-415 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 62M20 PDF BibTeX XML Cite \textit{R. Fernández-Pascual} et al., Comput. Stat. 18, No. 3, 401--415 (2003; Zbl 1037.62109) Full Text: DOI
Schurz, Henri General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\). (English) Zbl 1030.65003 ETNA, Electron. Trans. Numer. Anal. 16, 50-69 (2003). MSC: 65C30 37H10 65L06 60H10 60H35 34F05 PDF BibTeX XML Cite \textit{H. Schurz}, ETNA, Electron. Trans. Numer. Anal. 16, 50--69 (2003; Zbl 1030.65003) Full Text: Link EuDML
Bokor, Rózsa Horváth Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations. (English) Zbl 1015.65003 Appl. Numer. Math. 44, No. 3, 299-312 (2003). Reviewer: Melvin D.Lax (Long Beach) MSC: 65C30 65L20 65L06 60H10 60H35 PDF BibTeX XML Cite \textit{R. H. Bokor}, Appl. Numer. Math. 44, No. 3, 299--312 (2003; Zbl 1015.65003) Full Text: DOI
Kudritskij, V. D. Nonlinear extrapolation algorithm for realization of a scalar random process. (English. Russian original) Zbl 1030.60029 Cybernetics and Systems Analysis 38, No. 1, 38-43 (2002); translation from Kibern. Sist. Anal. 2002, No. 1, 47-53 (2002). Reviewer: Yuliya S.Mishura (Kyïv) MSC: 60G35 65C20 93E10 93B40 PDF BibTeX XML Cite \textit{V. D. Kudritskij}, Cybern. Syst. Anal. 38, No. 1, 38--43 (2002; Zbl 1030.60029); translation from Kibern. Sist. Anal. 2002, No. 1, 47--53 (2002) Full Text: DOI
Wihstutz, Volker Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents. (English) Zbl 0993.65017 Monte Carlo Methods Appl. 7, No. 3-4, 411-419 (2001). Reviewer: Eckhard Platen (Broadway) MSC: 65C50 60H10 60J60 65L06 37M25 60H35 37H15 PDF BibTeX XML Cite \textit{V. Wihstutz}, Monte Carlo Methods Appl. 7, No. 3--4, 411--419 (2001; Zbl 0993.65017) Full Text: DOI
Hansen, Asbjørn; Poulsen, Rolf A simple regime switching term structure model. (English) Zbl 0963.60037 Finance Stoch. 4, No. 4, 409-429 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G35 65B05 65C05 91B28 PDF BibTeX XML Cite \textit{A. Hansen} and \textit{R. Poulsen}, Finance Stoch. 4, No. 4, 409--429 (2000; Zbl 0963.60037) Full Text: DOI
Liu, X. Q.; Li, C. W. Weak approximations and extrapolations of stochastic differential equations with jumps. (English) Zbl 0960.65010 SIAM J. Numer. Anal. 37, No. 6, 1747-1767 (2000). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60G55 PDF BibTeX XML Cite \textit{X. Q. Liu} and \textit{C. W. Li}, SIAM J. Numer. Anal. 37, No. 6, 1747--1767 (2000; Zbl 0960.65010) Full Text: DOI
Faghih, Nezameddin The autocorrelation function extrapolation and equivalence of determinant and entropy maximizations. (English) Zbl 0939.62097 J. Discrete Math. Sci. Cryptography 2, No. 2-3, 93-103 (1999). MSC: 62M15 62B10 15A15 15A99 PDF BibTeX XML Cite \textit{N. Faghih}, J. Discrete Math. Sci. Cryptography 2, No. 2--3, 93--103 (1999; Zbl 0939.62097) Full Text: DOI
Burrage, K.; Burrage, P. M. General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems. (English) Zbl 0924.65146 Appl. Numer. Math. 28, No. 2-4, 161-177 (1998). Reviewer: M.D.Lax (Long Beach) MSC: 65C99 60H10 34F05 65L06 PDF BibTeX XML Cite \textit{K. Burrage} and \textit{P. M. Burrage}, Appl. Numer. Math. 28, No. 2--4, 161--177 (1998; Zbl 0924.65146) Full Text: DOI
Kudritskii, V. D. Optimal linear extrapolation algorithm for realization of a vector random sequence observed without errors. (English. Russian original) Zbl 0920.62115 Cybern. Syst. Anal. 34, No. 2, 185-189 (1998); translation from Kibern. Sist. Anal. 1998, No. 2, 37-42 (1998). MSC: 62M99 93E99 62P99 PDF BibTeX XML Cite \textit{V. D. Kudritskii}, Cybern. Syst. Anal. 34, No. 2, 185--189 (1998; Zbl 0920.62115); translation from Kibern. Sist. Anal. 1998, No. 2, 37--42 (1998) Full Text: DOI
Swishchuk, A. V.; Lukin, O. E. Interpolation and extrapolation of random evolution processes. (English. Ukrainian original) Zbl 0939.60073 Theory Probab. Math. Stat. 57, 175-179 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 163-167 (1997). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H20 62P05 91B30 91B28 60K15 PDF BibTeX XML Cite \textit{A. V. Swishchuk} and \textit{O. E. Lukin}, Teor. Ĭmovirn. Mat. Stat. 57, 163--167 (1997; Zbl 0939.60073); translation from Teor. Jmovirn. Mat. Stat. 57, 163--167 (1997)
Moklyachuk, M. P. Extrapolation of stationary sequences from observations with noise. (English. Ukrainian original) Zbl 0940.60058 Theory Probab. Math. Stat. 57, 133-141 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 125-133 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G25 62M20 60G35 60G10 93E11 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Teor. Ĭmovirn. Mat. Stat. 57, 125--133 (1997; Zbl 0940.60058); translation from Teor. Jmovirn. Mat. Stat. 57, 125--133 (1997)
Becker, Otwin; Kührer, Martin; Leopold-Wildburger, Ulrike Experiments in economics – a qualitative forecasting approach. (English) Zbl 0902.90022 Rupnik, Viljem (ed.) et al., SOR ’97. The 4th international symposium on Operational research, Preddvor, Slovenia, October 1–3, 1997. Proceedings. Ljubljana: Slovenian Society Informatika, Section for Operations Research. 1-11 (1997). MSC: 91B84 62M20 PDF BibTeX XML Cite \textit{O. Becker} et al., in: SOR '97. The 4th international symposium on Operational research, Preddvor, Slovenia, October 1--3, 1997. Proceedings. Ljubljana: Slovenian Society Informatika, Section for Operations Research. 1--11 (1997; Zbl 0902.90022)
Burrage, K.; Burrage, P. M.; Belward, J. A. A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations. (English) Zbl 0890.65146 BIT 37, No. 4, 771-780 (1997). Reviewer: M.D.Lax (Long Beach) MSC: 65C99 65L06 60H10 PDF BibTeX XML Cite \textit{K. Burrage} et al., BIT 37, No. 4, 771--780 (1997; Zbl 0890.65146) Full Text: DOI
Geiss, Stefan \(BMO_ \psi\)-spaces and applications to extrapolation theory. (English) Zbl 0874.46011 Stud. Math. 122, No. 3, 235-274 (1997). MSC: 46B70 46M35 46E30 47H99 60G99 PDF BibTeX XML Cite \textit{S. Geiss}, Stud. Math. 122, No. 3, 235--274 (1997; Zbl 0874.46011) Full Text: DOI EuDML
Kudritskij, V. D.; Atamanyuk, I. P.; Ivashchenko, E. N. Optimal linear extrapolation of realizations of a stochastic process with error filtering in correlated measurements. (English. Russian original) Zbl 0848.93059 Cybern. Syst. Anal. 31, No. 1, 85-91 (1995); translation from Kibern. Sist. Anal. 1995, No. 1, 99-107 (1995). Reviewer: Yu.S.Mishura (Kiev) MSC: 93E11 60G25 93E10 PDF BibTeX XML Cite \textit{V. D. Kudritskij} et al., Cybern. Syst. Anal. 31, No. 1, 85--91 (1995; Zbl 0848.93059); translation from Kibern. Sist. Anal. 1995, No. 1, 99--107 (1995) Full Text: DOI
Moklyachuk, M. P. Extrapolation of time-homogeneous random fields that are isotropic on a sphere. I. (English. Ukrainian original) Zbl 0939.60039 Theory Probab. Math. Stat. 51, 137-146 (1995); translation from Teor. Jmovirn. Mat. Stat. 51, 131-139 (1994). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 62M20 60G25 93E10 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Teor. Ĭmovirn. Mat. Stat. 51, 131--139 (1994; Zbl 0939.60039); translation from Teor. Jmovirn. Mat. Stat. 51, 131--139 (1994)
Kuklinski, Walter S. Utilization of fractal image models in medical image processing. (English) Zbl 0902.92015 Fractals 2, No. 3, 363-369 (1994). MSC: 92C55 68U10 60G35 28A80 PDF BibTeX XML Cite \textit{W. S. Kuklinski}, Fractals 2, No. 3, 363--369 (1994; Zbl 0902.92015) Full Text: DOI
Sinitsyn, I. N.; Shin, V. I. Conditionally optimal interpolation of random sequences defined by difference equations. (English. Russian original) Zbl 0828.60027 Russ. Acad. Sci., Dokl., Math. 49, No. 3, 539-544 (1994); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 336, No. 4, 453-456 (1994). MSC: 60G25 60G35 PDF BibTeX XML Cite \textit{I. N. Sinitsyn} and \textit{V. I. Shin}, Russ. Acad. Sci., Dokl., Math. 49, No. 3, 453--456 (1994; Zbl 0828.60027); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 336, No. 4, 453--456 (1994)
Zayezdny, A.; Tiunov, S.; Bronstein, A. Extrapolation of real-time processes by their structural properties. (English) Zbl 0808.93015 Signal Process. 38, No. 2, 231-237 (1994). MSC: 93B30 93B17 93B40 94A12 93E10 PDF BibTeX XML Cite \textit{A. Zayezdny} et al., Signal Process. 38, No. 2, 231--237 (1994; Zbl 0808.93015) Full Text: DOI
Fomin, V. N. The extrapolation problem of stationary time series correlation. (English) Zbl 0859.62082 Müller, W. G. (ed.) et al., Model-oriented data analysis. Proceedings of the 3rd international workshop, MODA 3, held in Petrodvorets, Russia, May 25-30, 1992. Heidelberg: Physica-Verlag. Contributions to Statistics. 149-156 (1993). MSC: 62M15 PDF BibTeX XML Cite \textit{V. N. Fomin}, in: Model-oriented data analysis. Proceedings of the 3rd international workshop, MODA 3, held in Petrodvorets, Russia, May 25-30, 1992. Heidelberg: Physica-Verlag. 149--156 (1993; Zbl 0859.62082)
Zayezdny, A.; Tiunov, S. Extrapolation of time series by their structural properties. (English) Zbl 0776.62073 Signal Process. 32, No. 3, 285-303 (1993). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{A. Zayezdny} and \textit{S. Tiunov}, Signal Process. 32, No. 3, 285--303 (1993; Zbl 0776.62073) Full Text: DOI
Anděl, Jiří A time series model with suddenly changing parameters. (English) Zbl 0767.62077 J. Time Ser. Anal. 14, No. 2, 111-123 (1993). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{J. Anděl}, J. Time Ser. Anal. 14, No. 2, 111--123 (1993; Zbl 0767.62077) Full Text: DOI
Dyatlov, G. I.; Kudritskij, V. D.; Safronov, S. A. Influence of errors of measurements on the precision of linear extrapolation of realizations of a stochastic process. (English. Russian original) Zbl 0792.60032 Autom. Remote Control 53, No. 10, Pt. 1, 1543-1548 (1992); translation from Avtom. Telemekh. 1992, No. 10, 75-80 (1992). MSC: 60G35 PDF BibTeX XML Cite \textit{G. I. Dyatlov} et al., Autom. Remote Control 53, No. 10, Part 1, 1 (1992; Zbl 0792.60032); translation from Avtom. Telemekh. 1992, No. 10, 75--80 (1992)
Moklyachuk, M. P. On extrapolation of transformations of random processes perturbed by white noise. (Russian) Zbl 0727.62092 Ukr. Mat. Zh. 43, No. 2, 216-223 (1991). Reviewer: M.P.Moklyachuk MSC: 62M20 60G35 62M15 60G10 60G25 93E10 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Ukr. Mat. Zh. 43, No. 2, 216--223 (1991; Zbl 0727.62092) Full Text: DOI
Petrov, O. A.; Fomin, V. N. Linear filtration of random processes. Textbook. (Linejnaya fil’tratsiya sluchajnykh protsessov. Uchebnoe posobie.) (Russian) Zbl 0777.60033 Leningrad: Leningradskij Gosudarstvennyj Universitet, 148 p. (1991). Reviewer: T.Sasagawa (Tokyo) MSC: 60G35 60-01 93E11 93-01 PDF BibTeX XML Cite \textit{O. A. Petrov} and \textit{V. N. Fomin}, Linejnaya fil'tratsiya sluchajnykh protsessov. Uchebnoe posobie (Russian). Leningrad: Leningradskij Gosudarstvennyj Universitet (1991; Zbl 0777.60033)
Marks, Robert J. II Introduction to Shannon sampling and interpolation theory. (English) Zbl 0729.94001 Springer Texts in Electrical Engineering. New York etc.: Springer-Verlag. xiii, 324 p. DM 114.00 (1991). Reviewer: W.Splettstößer (Kaarst) MSC: 94-02 94A12 94A11 42A38 42B10 41A05 60G35 PDF BibTeX XML Cite \textit{R. J. Marks II}, Introduction to Shannon sampling and interpolation theory. New York etc.: Springer-Verlag (1991; Zbl 0729.94001)
Moklyachuk, M. P. Extrapolation of transformations of random processes perturbed by white noise. (English. Russian original) Zbl 0745.62091 Ukr. Math. J. 43, No. 2, 188-194 (1991); translation from Ukr. Mat. Zh. 43, No. 2, 216-223 (1991). MSC: 62M20 93E10 62M15 60G35 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Ukr. Math. J. 43, No. 2, 188--194 (1991; Zbl 0745.62091); translation from Ukr. Mat. Zh. 43, No. 2, 216--223 (1991) Full Text: DOI
Russo, Francesco Linear extrapolation concerning Hilbert valued planar functions. (English) Zbl 0717.60062 Stochastic analysis and related topics II, Proc. 2nd Workshop, Silivri/Turk. 1988, Lect. Notes Math. 1444, 244-268 (1990). Reviewer: F.Russo MSC: 60G60 60G17 60H15 PDF BibTeX XML
Moklyachuk, M. P. Minimax extrapolation of random processes for models of \(\varepsilon\)- pollution. (English. Russian original) Zbl 0748.62051 Theory Probab. Math. Stat. 42, 113-121 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 95-103 (1990). MSC: 62M15 62M20 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 42, 113--121 (1990; Zbl 0748.62051); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 95--103 (1990)
Jensen, D. R.; Foutz, R. V. The structure and analysis of spherical time-dependent processes. (English) Zbl 0701.62091 SIAM J. Appl. Math. 49, No. 6, 1834-1844 (1989). Reviewer: J.R.León MSC: 62M20 60G25 60G07 PDF BibTeX XML Cite \textit{D. R. Jensen} and \textit{R. V. Foutz}, SIAM J. Appl. Math. 49, No. 6, 1834--1844 (1989; Zbl 0701.62091) Full Text: DOI
Makagon, A.; Salehi, H. Notes on infinite dimensional stationary sequences. (English) Zbl 0676.60051 Probability theory on vector spaces IV, Proc. Conf., Łańcut/Poland 1987, Lect. Notes Math. 1391, 200-238 (1989). Reviewer: A.Weron MSC: 60G25 60G10 60B11 PDF BibTeX XML
Leitner, Martin \(K\)-weakly stationary processes; \(K\) a hypergroup. (\(K\)-schwach stationäre Prozesse; \(K\) eine Hypergruppe.) (German) Zbl 0843.60040 München: TU München, 89 p. (1989). Reviewer: M.Voit (Tübingen) MSC: 60G20 62M10 62M15 43A62 33C45 PDF BibTeX XML Cite \textit{M. Leitner}, \(K\)-schwach stationäre Prozesse; \(K\) eine Hypergruppe. München: TU München (1989; Zbl 0843.60040)
Suciu, Ion Operational extrapolations and prediction. (English) Zbl 0669.60045 Special classes of linear operators and other topics, 11. Int. Conf. Oper. Theory, Buchar./Rom. 1986, Oper. Theory, Adv. Appl. 28, 291-301 (1988). Reviewer: M.P.Mokljacuk MSC: 60G25 62M20 47A20 60G10 PDF BibTeX XML
Fadeeva, E. P. Extrapolation from a finite interval for a stationary process of a particular form. (English. Russian original) Zbl 0668.60046 J. Sov. Math. 42, No. 3, 1718-1720 (1988); translation from Issled. Prikl. Mat. 5, 101-104 (1976). Reviewer: J.Anděl MSC: 60G25 60G10 PDF BibTeX XML Cite \textit{E. P. Fadeeva}, J. Sov. Math. 42, No. 3, 1718--1720 (1988; Zbl 0668.60046); translation from Issled. Prikl. Mat. 5, 101--104 (1976) Full Text: DOI EuDML
Fadeeva, E. P. Solution of the extrapolation problem for a class of stochastic processes. (English. Russian original) Zbl 0668.60045 J. Sov. Math. 42, No. 3, 1706-1718 (1988); translation from Issled. Prikl. Mat. 5, 75-100 (1976). Reviewer: J.Anděl MSC: 60G25 60G10 PDF BibTeX XML Cite \textit{E. P. Fadeeva}, J. Sov. Math. 42, No. 3, 1706--1718 (1988; Zbl 0668.60045); translation from Issled. Prikl. Mat. 5, 75--100 (1976) Full Text: DOI EuDML
Fadeeva, E. P. Explicit extrapolation of stationary processes with generalized rational spectral density. (English. Russian original) Zbl 0665.60045 J. Sov. Math. 43, No. 3, 2474-2480 (1988); translation from Issled. Prikl. Mat. 7, 84-94 (1979). MSC: 60G25 60G10 62M20 PDF BibTeX XML Cite \textit{E. P. Fadeeva}, J. Sov. Math. 43, No. 3, 2474--2480 (1988; Zbl 0665.60045); translation from Issled. Prikl. Mat. 7, 84--94 (1979) Full Text: DOI EuDML
Fadeeva, E. P. Optimal linear extrapolators of some stationary processes. (English. Russian original) Zbl 0665.60043 J. Sov. Math. 43, No. 1, 2240-2248 (1988); translation from Issled. Prikl. Mat. 6, 92-103 (1979). MSC: 60G25 60G10 PDF BibTeX XML Cite \textit{E. P. Fadeeva}, J. Sov. Math. 43, No. 1, 2240--2248 (1988; Zbl 0665.60043); translation from Issled. Prikl. Mat. 6, 92--103 (1979) Full Text: DOI
Vinokurov, V. A.; Kostikov, Yu. A. Bayesian and Tikhonov extrapolation of random processes. (English. Russian original) Zbl 0625.47008 Sov. Math., Dokl. 34, 301-305 (1987); translation from Dokl. Akad. Nauk SSSR 290, 526-530 (1986). Reviewer: Yu Xintai MSC: 47A50 60G35 62H25 28C20 PDF BibTeX XML Cite \textit{V. A. Vinokurov} and \textit{Yu. A. Kostikov}, Sov. Math., Dokl. 34, 301--305 (1987; Zbl 0625.47008); translation from Dokl. Akad. Nauk SSSR 290, 526--530 (1986)
Kononenko, I. V. An algorithm for noise-immune choice of structure of predicting models. (English. Russian original) Zbl 0619.62083 Sov. J. Autom. Inf. Sci. 19, No. 1, 32-35 (1986); translation from Avtomatika 1986, No. 1, 23-26 (1986). MSC: 62M20 PDF BibTeX XML Cite \textit{I. V. Kononenko}, Sov. J. Autom. Inf. Sci. 19, No. 1, 32--35 (1986; Zbl 0619.62083); translation from Avtomatika 1986, No. 1, 23--26 (1986)
Kozubovskij, S. F.; Kupriyanov, V. V. A criterion for the reliability of prediction of random processes and estimation of it. (English. Russian original) Zbl 0602.62087 Sov. J. Autom. Inf. Sci. 18, No. 3, 80-85 (1985); translation from Avtomatika 1985, No. 3, 73-78 (1985). MSC: 62M20 93E10 62N99 PDF BibTeX XML Cite \textit{S. F. Kozubovskij} and \textit{V. V. Kupriyanov}, Sov. J. Autom. Inf. Sci. 18, No. 3, 80--85 (1985; Zbl 0602.62087); translation from Avtomatika 1985, No. 3, 73--78 (1985)
Siluyanova, I. D. The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems. (English. Russian original) Zbl 0583.93063 Autom. Remote Control 46, 625-628 (1985); translation from Avtom. Telemekh. 1985, No. 5, 97-101 (1985). MSC: 93E11 60H10 62M20 93E10 PDF BibTeX XML Cite \textit{I. D. Siluyanova}, Autom. Remote Control 46, 625--628 (1985; Zbl 0583.93063); translation from Avtom. Telemekh. 1985, No. 5, 97--101 (1985)
Fadeeva, E. P. The explicit form of the mean square error of the linear extrapolation for a stationary process with R-quasi-polynomial spectral density. (Russian) Zbl 0579.60027 Probl. Peredachi Inf. 21, No. 3, 106-111 (1985). Reviewer: M.Mirzahmedov MSC: 60G10 60G25 PDF BibTeX XML Cite \textit{E. P. Fadeeva}, Probl. Peredachi Inf. 21, No. 3, 106--111 (1985; Zbl 0579.60027)
Sanz, Jorge L. C.; Huang, Thomas S. A unified approach to noniterative linear signal restoration. (English) Zbl 0577.65115 IEEE Trans. Acoust. Speech Signal Process. 32, 403-409 (1984). MSC: 65R20 65C99 45B05 60G35 PDF BibTeX XML Cite \textit{J. L. C. Sanz} and \textit{T. S. Huang}, IEEE Trans. Acoust. Speech Signal Process. 32, 403--409 (1984; Zbl 0577.65115) Full Text: DOI
Babayan, N. M. On the asymptotic behavior of a prediction error for a stationary singular sequence. (Russian) Zbl 0558.60037 Dokl. Akad. Nauk Arm. SSR 79, 3-6 (1984). Reviewer: J.Anděl MSC: 60G25 60G10 60F15 PDF BibTeX XML Cite \textit{N. M. Babayan}, Dokl., Akad. Nauk Arm. SSR 79, 3--6 (1984; Zbl 0558.60037)
Pugachev, V. S. Conditionally optimal filtering and extrapolation of continuous processes. (English. Russian original) Zbl 0547.93065 Autom. Remote Control 45, 212-218 (1984); translation from Avtom. Telemekh. 1984, No. 2, 82-89 (1984). MSC: 93E11 62M20 93C10 60G35 93C99 PDF BibTeX XML Cite \textit{V. S. Pugachev}, Autom. Remote Control 45, 212--218 (1984; Zbl 0547.93065); translation from Avtom. Telemekh. 1984, No. 2, 82--89 (1984)
Sanz, Jorge L. C.; Huang, Thomas S. Discrete and continuous band-limited signal extrapolation. (English) Zbl 0566.94006 IEEE Trans. Acoust. Speech Signal Process. 31, 1276-1285 (1983). MSC: 94A12 94A11 65T40 65K10 60G35 PDF BibTeX XML Cite \textit{J. L. C. Sanz} and \textit{T. S. Huang}, IEEE Trans. Acoust. Speech Signal Process. 31, 1276--1285 (1983; Zbl 0566.94006) Full Text: DOI
Hulthén, Rolf Restoring causal signals by analytic continuation: A generalized sampling theorem for causal signals. (English) Zbl 0566.94004 IEEE Trans. Acoust. Speech Signal Process. 31, 1294-1298 (1983). MSC: 94A11 94A12 60G35 PDF BibTeX XML Cite \textit{R. Hulthén}, IEEE Trans. Acoust. Speech Signal Process. 31, 1294--1298 (1983; Zbl 0566.94004) Full Text: DOI
Sanz, Jorge L. C.; Huang, Thomas S. Iterative time-limited signal restoration. (English) Zbl 0564.65096 IEEE Trans. Acoust. Speech Signal Process. 31, 643-650 (1983). MSC: 65C99 60G35 PDF BibTeX XML Cite \textit{J. L. C. Sanz} and \textit{T. S. Huang}, IEEE Trans. Acoust. Speech Signal Process. 31, 643--650 (1983; Zbl 0564.65096) Full Text: DOI
Mladenović, Pavle On extrapolation of moving average and autoregressive processes. (English) Zbl 0548.62060 Publ. Inst. Math., Nouv. Sér. 34(48), 137-146 (1983). Reviewer: J.Anděl MSC: 62M20 60G25 62M09 60G10 PDF BibTeX XML Cite \textit{P. Mladenović}, Publ. Inst. Math., Nouv. Sér. 34(48), 137--146 (1983; Zbl 0548.62060) Full Text: EuDML
Mladenović, Pavle Extrapolation of moving average and autoregressive processes when the entire past of the processes is known. (English) Zbl 0533.60048 Publ. Inst. Math., Nouv. Sér. 33(47), 143-155 (1983). Reviewer: J.Anděl MSC: 60G25 60G10 PDF BibTeX XML Cite \textit{P. Mladenović}, Publ. Inst. Math., Nouv. Sér. 33(47), 143--155 (1983; Zbl 0533.60048) Full Text: EuDML
Mokiyachuk, M. P. On a problem in game theory and extrapolation of random processes with values in a Hilbert space. (English) Zbl 0502.90090 Theory Probab. Math. Stat. 24, 121-127 (1982). MSC: 91A05 62M20 62M09 91A40 91A60 47B10 PDF BibTeX XML Cite \textit{M. P. Mokiyachuk}, Theory Probab. Math. Stat. 24, 121--127 (1982; Zbl 0502.90090)
Byrne, Charles L.; Fitzgerald, Raymond M. Reconstruction from partial information with applications to tomography. (English) Zbl 0502.41007 SIAM J. Appl. Math. 42, 933-940 (1982). MSC: 41A45 42A38 45L05 44A15 60G35 62M10 PDF BibTeX XML Cite \textit{C. L. Byrne} and \textit{R. M. Fitzgerald}, SIAM J. Appl. Math. 42, 933--940 (1982; Zbl 0502.41007) Full Text: DOI
Xie, Zhong-Jie; Cheng, Qian-Sheng On the extrapolation of stationary time series for a linear system. (English) Zbl 0501.62085 Progress in cybernetics and systems research, Vol. 8, 357-359 (1982). MSC: 62M20 60G25 93E20 62M10 93C05 PDF BibTeX XML
Krickeberg, K. Processus ponctuels en statistique. (French) Zbl 0486.62089 Ecole d’ete de probabilites de Saint-Flour X - 1980, Lect. Notes Math. 929, 206-313 (1982). MSC: 62M09 62M20 60G55 62-02 60-02 62F10 62F12 62M99 PDF BibTeX XML
Papoulis, Athanasios Maximum entropy and spectral estimation: A review. (English) Zbl 0539.62099 IEEE Trans. Acoust. Speech Signal Process. 29, 1176-1186 (1981). MSC: 62M15 62B10 PDF BibTeX XML Cite \textit{A. Papoulis}, IEEE Trans. Acoust. Speech Signal Process. 29, 1176--1186 (1981; Zbl 0539.62099) Full Text: DOI
Jain, Anil K.; Ranganath, Surendra Extrapolation algorithms for discrete signals with application in spectral estimation. (English) Zbl 0524.65051 IEEE Trans. Acoust. Speech Signal Process. 29, 830-845 (1981). MSC: 65K10 93E10 60G35 PDF BibTeX XML Cite \textit{A. K. Jain} and \textit{S. Ranganath}, IEEE Trans. Acoust. Speech Signal Process. 29, 830--845 (1981; Zbl 0524.65051) Full Text: DOI
Tom, Victor T.; Quatieri, Thomas F.; Hayes, Monson H.; McClellan, James H. Convergence of iterative nonexpansive signal reconstruction algorithms. (English) Zbl 0522.65098 IEEE Trans. Acoust. Speech Signal Process. 29, 1052-1058 (1981). MSC: 65T40 65F30 42A15 60G35 PDF BibTeX XML Cite \textit{V. T. Tom} et al., IEEE Trans. Acoust. Speech Signal Process. 29, 1052--1058 (1981; Zbl 0522.65098) Full Text: DOI
Demin, N. S. Continuous-discrete sliding extrapolation of Markov processes. (English. Russian original) Zbl 0496.93051 Autom. Remote Control 42, 909-917 (1981); translation from Avtom. Telemekh. 1981, No. 7, 74-83 (1981). MSC: 93E10 62M20 60J60 60H10 93C55 93C99 PDF BibTeX XML Cite \textit{N. S. Demin}, Autom. Remote Control 42, 909--917 (1981; Zbl 0496.93051); translation from Avtom. Telemekh. 1981, No. 7, 74--83 (1981)
Klotz, Lutz Peter Einige Bemerkungen zur linearen Extrapolation stationärer verallgemeinerter Prozesse. (German) Zbl 0494.60040 Math. Nachr. 104, 217-228 (1981). MSC: 60G10 60G25 60G20 PDF BibTeX XML Cite \textit{L. P. Klotz}, Math. Nachr. 104, 217--228 (1981; Zbl 0494.60040) Full Text: DOI
Moklyachuk, M. P. On a two-person zero-sum game and the extrapolation of stationary random sequences. (Russian) Zbl 0489.90084 Issled. Oper. ASU 17, 122-127 (1981). MSC: 91A05 60G25 62M20 PDF BibTeX XML Cite \textit{M. P. Moklyachuk}, Issled. Oper. ASU 17, 122--127 (1981; Zbl 0489.90084)