Zamani, A.; Sajjadnia, Z.; Hashemi, M. The Wold decomposition of Hilbertian periodically correlated processes. (English) Zbl 1455.60058 Theory Probab. Math. Stat. 101, 119-127 (2020) and Teor. Jmovirn. Mat. Stat. 101, 106-114 (2019). MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{A. Zamani} et al., Theory Probab. Math. Stat. 101, 119--127 (2020; Zbl 1455.60058) Full Text: DOI
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios Estimated Wold representation and spectral-density-driven bootstrap for time series. (English) Zbl 1398.62236 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 703-726 (2018). MSC: 62M10 62F40 60G10 62P12 PDF BibTeX XML Cite \textit{J. Krampe} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 703--726 (2018; Zbl 1398.62236) Full Text: DOI arXiv
Baxevani, Anastassia; Podgórski, Krzysztof Random spectral measure for non Gaussian moving averages. (English) Zbl 1390.60126 Commun. Stat., Theory Methods 47, No. 2, 448-462 (2018). MSC: 60G10 60G12 60G51 60G57 PDF BibTeX XML Cite \textit{A. Baxevani} and \textit{K. Podgórski}, Commun. Stat., Theory Methods 47, No. 2, 448--462 (2018; Zbl 1390.60126) Full Text: DOI
Mandrekar, Vidyadhar S.; Redett, David A. Weakly stationary random fields, invariant subspaces and applications. (English) Zbl 1455.60003 Boca Raton, FL: CRC Press (ISBN 978-1-138-56224-0/hbk; 978-1-351-35646-6/ebook). x, 182 p. (2018). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G60 60G10 PDF BibTeX XML Cite \textit{V. S. Mandrekar} and \textit{D. A. Redett}, Weakly stationary random fields, invariant subspaces and applications. Boca Raton, FL: CRC Press (2018; Zbl 1455.60003) Full Text: DOI
Tarami, B.; Soltani, A. R.; Shirvani, A. Strongly harmonizable ARMA S\(\alpha\)S models. (English) Zbl 1392.62278 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 713-721 (2017). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{B. Tarami} et al., Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 713--721 (2017; Zbl 1392.62278) Full Text: DOI
Cavicchioli, Maddalena Statistical analysis of mixture vector autoregressive models. (English) Zbl 1373.62444 Scand. J. Stat. 43, No. 4, 1192-1213 (2016). MSC: 62M10 62F10 62P20 PDF BibTeX XML Cite \textit{M. Cavicchioli}, Scand. J. Stat. 43, No. 4, 1192--1213 (2016; Zbl 1373.62444) Full Text: DOI
Cheng, Raymond; Harris, Charles B. Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages. (English) Zbl 1334.60059 J. Time Ser. Anal. 36, No. 6, 853-875 (2015). Reviewer: Vjacheslav Vasiliev (Tomsk) MSC: 60G25 60G52 62M20 62M10 46N30 46E35 PDF BibTeX XML Cite \textit{R. Cheng} and \textit{C. B. Harris}, J. Time Ser. Anal. 36, No. 6, 853--875 (2015; Zbl 1334.60059) Full Text: DOI
Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. (English) Zbl 1344.60025 Bernoulli 21, No. 4, 2336-2350 (2015). Reviewer: Anatoli Mogulskij (Novosibirsk) MSC: 60F05 60G15 60G10 60H07 PDF BibTeX XML Cite \textit{Y. Hu} et al., Bernoulli 21, No. 4, 2336--2350 (2015; Zbl 1344.60025) Full Text: DOI Euclid arXiv
Kato, Hiroyuki An approximate moving average representation of the periodic stochastic process. (English) Zbl 06290694 J. Jpn. Stat. Soc. 43, No. 1, 1-16 (2013). MSC: 62 PDF BibTeX XML Cite \textit{H. Kato}, J. Jpn. Stat. Soc. 43, No. 1, 1--16 (2013; Zbl 06290694) Full Text: DOI
Meerschaert, Mark M.; Sabzikar, Farzad Tempered fractional Brownian motion. (English) Zbl 1287.60050 Stat. Probab. Lett. 83, No. 10, 2269-2275 (2013). MSC: 60G22 60G17 PDF BibTeX XML Cite \textit{M. M. Meerschaert} and \textit{F. Sabzikar}, Stat. Probab. Lett. 83, No. 10, 2269--2275 (2013; Zbl 1287.60050) Full Text: DOI
Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia High-frequency sampling and kernel estimation for continuous-time moving average processes. (English) Zbl 1274.62578 J. Time Ser. Anal. 34, No. 3, 385-404 (2013). MSC: 62M10 62G05 62M20 60G25 PDF BibTeX XML Cite \textit{P. J. Brockwell} et al., J. Time Ser. Anal. 34, No. 3, 385--404 (2013; Zbl 1274.62578) Full Text: DOI
Jurek, Zbigniew J. Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes. (English) Zbl 1271.60028 Stat. Probab. Lett. 83, No. 1, 177-183 (2013). Reviewer: Aleksander Iksanov (Kiev) MSC: 60E07 PDF BibTeX XML Cite \textit{Z. J. Jurek}, Stat. Probab. Lett. 83, No. 1, 177--183 (2013; Zbl 1271.60028) Full Text: DOI arXiv
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil Decomposability for stable processes. (English) Zbl 1235.60050 Stochastic Processes Appl. 122, No. 3, 1093-1109 (2012). MSC: 60G52 60G70 PDF BibTeX XML Cite \textit{Y. Wang} et al., Stochastic Processes Appl. 122, No. 3, 1093--1109 (2012; Zbl 1235.60050) Full Text: DOI arXiv
Hosoya, Yuzo; Takimoto, Taro A numerical method for factorizing the rational spectral density matrix. (English) Zbl 1226.65022 J. Time Ser. Anal. 31, No. 4, 229-240 (2010). MSC: 65F05 62M15 62M10 PDF BibTeX XML Cite \textit{Y. Hosoya} and \textit{T. Takimoto}, J. Time Ser. Anal. 31, No. 4, 229--240 (2010; Zbl 1226.65022) Full Text: DOI
Resnick, Sidney I. Heavy-tail phenomena. Probabilistic and statistical modeling. (English) Zbl 1152.62029 Springer Series in Operations Research and Financial Engineering. New York, NY: Springer (ISBN 0-387-24272-4/hbk). xix, 404 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62G32 62-02 62Pxx 62-01 PDF BibTeX XML Cite \textit{S. I. Resnick}, Heavy-tail phenomena. Probabilistic and statistical modeling. New York, NY: Springer (2007; Zbl 1152.62029) Full Text: DOI
Dzhaparidze, Kacha; van Zanten, Harry; Zareba, Pawel Representations of fractional Brownian motion using vibrating strings. (English) Zbl 1079.60509 Stochastic Processes Appl. 115, No. 12, 1928-1953 (2005). MSC: 60G15 PDF BibTeX XML Cite \textit{K. Dzhaparidze} et al., Stochastic Processes Appl. 115, No. 12, 1928--1953 (2005; Zbl 1079.60509) Full Text: DOI
Soltani, A. R.; Parvardeh, A. Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes. (English) Zbl 1085.60027 Stochastic Processes Appl. 115, No. 11, 1838-1859 (2005). Reviewer: Eckhard Giere (Clausthal-Zellerfeld) MSC: 60G52 60E07 60G10 60G51 60G57 PDF BibTeX XML Cite \textit{A. R. Soltani} and \textit{A. Parvardeh}, Stochastic Processes Appl. 115, No. 11, 1838--1859 (2005; Zbl 1085.60027) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. (English) Zbl 1083.65005 Fractals 12, No. 1, 95-121 (2004). MSC: 65C50 60-04 65Y15 60G52 62M10 90B18 PDF BibTeX XML Cite \textit{S. Stoev} and \textit{M. S. Taqqu}, Fractals 12, No. 1, 95--121 (2004; Zbl 1083.65005) Full Text: DOI
Cheridito, Patrick Gaussian moving averages, semimartingales and option pricing. (English) Zbl 1075.60025 Stochastic Processes Appl. 109, No. 1, 47-68 (2004). MSC: 60G15 60G30 91G20 PDF BibTeX XML Cite \textit{P. Cheridito}, Stochastic Processes Appl. 109, No. 1, 47--68 (2004; Zbl 1075.60025) Full Text: DOI
Mehlman, Marc H. Moving average representation and prediction for multidimensional harmonizable processes. (English) Zbl 1060.60034 Krinik, Alan C. (ed.) et al., Stochastic processes and functional analysis. A volume of recent advances in honor of M. M. Rao. New York, NY: Marcel Dekker (ISBN 0-8247-5404-2/pbk). Lecture Notes in Pure and Applied Mathematics 238, 265-294 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G12 PDF BibTeX XML Cite \textit{M. H. Mehlman}, Lect. Notes Pure Appl. Math. 238, 265--294 (2004; Zbl 1060.60034)
Keating, John W. Structural inference with long-run recursive empirical models. (English) Zbl 1005.91073 Macroecon. Dyn. 6, No. 2, 266-283 (2002). MSC: 91B54 PDF BibTeX XML Cite \textit{J. W. Keating}, Macroecon. Dyn. 6, No. 2, 266--283 (2002; Zbl 1005.91073) Full Text: DOI
Rosiński, Jan Decomposition of stationary \(\alpha\)-stable random fields. (English) Zbl 1044.60039 Ann. Probab. 28, No. 4, 1797-1813 (2000). MSC: 60G60 60G52 60G57 60E07 60G10 PDF BibTeX XML Cite \textit{J. Rosiński}, Ann. Probab. 28, No. 4, 1797--1813 (2000; Zbl 1044.60039) Full Text: DOI
Martin, Richard J. A metric for ARMA processes. (English) Zbl 0993.94540 IEEE Trans. Signal Process. 48, No. 4, 1164-1170 (2000). MSC: 94A17 62M10 94A12 PDF BibTeX XML Cite \textit{R. J. Martin}, IEEE Trans. Signal Process. 48, No. 4, 1164--1170 (2000; Zbl 0993.94540) Full Text: DOI
Hibino, Yuji; Hitsuda, Masuyuki; Muraoka, Hiroshi Remarks on a noncanonical representation for a stationary Gaussian process. (English) Zbl 0982.60023 Acta Appl. Math. 63, No. 1-3, 137-139 (2000). Reviewer: Werner Linde (Jena) MSC: 60G15 60G10 PDF BibTeX XML Cite \textit{Y. Hibino} et al., Acta Appl. Math. 63, No. 1--3, 137--139 (2000; Zbl 0982.60023) Full Text: DOI
Lim, S. C.; Muniandy, S. V. On some possible generalizations of fractional Brownian motion. (English) Zbl 1068.82518 Phys. Lett., A 266, No. 2-3, 140-145 (2000). MSC: 82B41 60K40 PDF BibTeX XML Cite \textit{S. C. Lim} and \textit{S. V. Muniandy}, Phys. Lett., A 266, No. 2--3, 140--145 (2000; Zbl 1068.82518) Full Text: DOI
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus Stationary ARCH models: Dependence structure and central limit theorem. (English) Zbl 0986.60030 Econom. Theory 16, No. 1, 3-22 (2000). Reviewer: J.Anděl (Praha) MSC: 60G10 60F05 91B84 PDF BibTeX XML Cite \textit{L. Giraitis} et al., Econom. Theory 16, No. 1, 3--22 (2000; Zbl 0986.60030) Full Text: DOI
Rosiński, Jan Structure of stationary stable processes. (English) Zbl 0927.60051 Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 461-472 (1998). MSC: 60G10 60E07 60G07 60G57 PDF BibTeX XML Cite \textit{J. Rosiński}, in: A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 461--472 (1998; Zbl 0927.60051)
Kojo, Katsuya On the determinism of the distributions of multiple Markov non-Gaussian symmetric stable processes. (English) Zbl 0913.60065 Nagoya Math. J. 150, 177-196 (1998). Reviewer: N.Curteanu (Iaşi) MSC: 60J25 PDF BibTeX XML Cite \textit{K. Kojo}, Nagoya Math. J. 150, 177--196 (1998; Zbl 0913.60065) Full Text: DOI
Nikfar, M.; Soltani, A. R. On regularity of certain stable processes. (English) Zbl 0915.60056 Bull. Iran. Math. Soc. 23, No. 1, 13-22 (1997). MSC: 60G20 60G25 60G57 60H05 28B05 PDF BibTeX XML Cite \textit{M. Nikfar} and \textit{A. R. Soltani}, Bull. Iran. Math. Soc. 23, No. 1, 13--22 (1997; Zbl 0915.60056)
Lyhagen, Johan A matrix evaluation of the moving-average representation. (English) Zbl 0899.90059 Econ. Lett. 55, No. 2, 179-183 (1997). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{J. Lyhagen}, Econ. Lett. 55, No. 2, 179--183 (1997; Zbl 0899.90059) Full Text: DOI
Keating, John W. Structural information in recursive VAR orderings. (English) Zbl 0875.62610 J. Econ. Dyn. Control 20, No. 9-10, 1557-1580 (1996). MSC: 62P20 91B82 62M10 PDF BibTeX XML Cite \textit{J. W. Keating}, J. Econ. Dyn. Control 20, No. 9--10, 1557--1580 (1996; Zbl 0875.62610) Full Text: DOI
Nikfar, M.; Soltani, A. Reza A characterization and moving average representation for stable harmonizable processes. (English) Zbl 0857.60037 J. Appl. Math. Stochastic Anal. 9, No. 3, 263-270 (1996). MSC: 60G20 60G25 60G57 60H05 28B05 PDF BibTeX XML Cite \textit{M. Nikfar} and \textit{A. R. Soltani}, J. Appl. Math. Stochastic Anal. 9, No. 3, 263--270 (1996; Zbl 0857.60037) Full Text: DOI EuDML
Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. Time series analysis. Forecasting and control. 3rd ed. (English) Zbl 0858.62072 Englewood Cliffs, NJ: Prentice Hall. xvi, 598 p. (1994). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62-01 62M20 PDF BibTeX XML Cite \textit{G. E. P. Box} et al., Time series analysis. Forecasting and control. 3rd ed. Englewood Cliffs, NJ: Prentice Hall (1994; Zbl 0858.62072)
van der Leeuw, Jan The covariance matrix of ARMA errors in closed form. (English) Zbl 0806.62070 J. Econom. 63, No. 2, 397-405 (1994). MSC: 62M10 15A24 PDF BibTeX XML Cite \textit{J. van der Leeuw}, J. Econom. 63, No. 2, 397--405 (1994; Zbl 0806.62070) Full Text: DOI
Zadrozny, P. A.; Mittnik, S. Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples. (English) Zbl 0799.62100 Comput. Math. Appl. 28, No. 4, 107-119 (1994). MSC: 62M20 65C99 PDF BibTeX XML Cite \textit{P. A. Zadrozny} and \textit{S. Mittnik}, Comput. Math. Appl. 28, No. 4, 107--119 (1994; Zbl 0799.62100) Full Text: DOI
Gómez, Víctor; Maravall, Agustín Estimation, prediction, and interpolation for nonstationary series with the Kalman filter. (English) Zbl 0806.62076 J. Am. Stat. Assoc. 89, No. 426, 611-624 (1994). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{V. Gómez} and \textit{A. Maravall}, J. Am. Stat. Assoc. 89, No. 426, 611--624 (1994; Zbl 0806.62076) Full Text: DOI
Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis Stable mixed moving averages. (English) Zbl 0794.60026 Probab. Theory Relat. Fields 97, No. 4, 543-558 (1993). Reviewer: D.Surgailis MSC: 60G10 60B05 PDF BibTeX XML Cite \textit{D. Surgailis} et al., Probab. Theory Relat. Fields 97, No. 4, 543--558 (1993; Zbl 0794.60026) Full Text: DOI
Braun, Phillip A.; Mittnik, Stefan Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions. (English) Zbl 0787.62093 J. Econom. 59, No. 3, 319-341 (1993). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{P. A. Braun} and \textit{S. Mittnik}, J. Econom. 59, No. 3, 319--341 (1993; Zbl 0787.62093) Full Text: DOI
Nsiri, Saïd; Roy, Roch On the invertibility of multivariate linear processes. (English) Zbl 0769.60036 J. Time Ser. Anal. 14, No. 3, 305-316 (1993). MSC: 60G10 PDF BibTeX XML Cite \textit{S. Nsiri} and \textit{R. Roy}, J. Time Ser. Anal. 14, No. 3, 305--316 (1993; Zbl 0769.60036) Full Text: DOI
Nsiri, Saïd; Roy, Roch On the identification of ARMA echelon-form models. (English) Zbl 0765.62084 Can. J. Stat. 20, No. 4, 369-386 (1992). MSC: 62M10 62M99 62H20 PDF BibTeX XML Cite \textit{S. Nsiri} and \textit{R. Roy}, Can. J. Stat. 20, No. 4, 369--386 (1992; Zbl 0765.62084) Full Text: DOI
Chiang, Tsepei The prediction theory of stationary random fields. III: Fourfold Wold decompositions. (English) Zbl 0721.60057 J. Multivariate Anal. 37, No. 1, 46-65 (1991). MSC: 60G60 60G25 PDF BibTeX XML Cite \textit{T. Chiang}, J. Multivariate Anal. 37, No. 1, 46--65 (1991; Zbl 0721.60057) Full Text: DOI
Willems, Jan C. Controllability and observability in a new perspective. (English) Zbl 0703.93023 Visiting scholars’ lectures 1989, Math. Ser., Tex. Tech Univ. 16, 91-113 (1990). Reviewer: K.-D.Werner MSC: 93B28 93B07 93B05 PDF BibTeX XML
Bokor, J.; Tanyi, M.; Terdik, Gy. Forward and backward Markovian state space models of second order process. (English) Zbl 0697.60042 Comput. Math. Appl. 19, No. 1, 21-29 (1990). MSC: 60G12 60G35 91A60 PDF BibTeX XML Cite \textit{J. Bokor} et al., Comput. Math. Appl. 19, No. 1, 21--29 (1990; Zbl 0697.60042) Full Text: DOI
Bhansali, R. J. Estimation of the moving-average representation of a stationary process by autoregressive model fitting. (English) Zbl 0712.62086 J. Time Ser. Anal. 10, No. 3, 215-232 (1989). MSC: 62M10 62G07 62E20 62G20 PDF BibTeX XML Cite \textit{R. J. Bhansali}, J. Time Ser. Anal. 10, No. 3, 215--232 (1989; Zbl 0712.62086) Full Text: DOI
Lütkepohl, Helmut A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals. (English) Zbl 0692.62013 J. Econom. 42, No. 3, 371-376 (1989). MSC: 62E20 62M10 PDF BibTeX XML Cite \textit{H. Lütkepohl}, J. Econom. 42, No. 3, 371--376 (1989; Zbl 0692.62013) Full Text: DOI
Jiang, Zepei The prediction theory of stationary random fields. I: Half-plane prediction. (Chinese. English summary) Zbl 0673.60039 Acta Sci. Nat. Univ. Pekin. 25, No. 1, 25-50 (1989). Reviewer: Zhidong Bai MSC: 60G10 60G25 60G60 PDF BibTeX XML Cite \textit{Z. Jiang}, Acta Sci. Nat. Univ. Pekin. 25, No. 1, 25--50 (1989; Zbl 0673.60039)
Pourahmadi, Mohsen Stationarity of the solution of \(X_ t=A_ tX_{t-1}+\epsilon _ t\) and analysis of non-Gaussian dependent random variables. (English) Zbl 0669.62082 J. Time Ser. Anal. 9, No. 3, 225-239 (1988). MSC: 62M10 62M05 60G10 PDF BibTeX XML Cite \textit{M. Pourahmadi}, J. Time Ser. Anal. 9, No. 3, 225--239 (1988; Zbl 0669.62082) Full Text: DOI
Chang, Derek K.; Rao, M. M. Special representations of weakly harmonizable processes. (English) Zbl 0647.60044 Stochastic Anal. Appl. 6, No. 2, 169-189 (1988). Reviewer: E.McKenzie MSC: 60G12 60B15 PDF BibTeX XML Cite \textit{D. K. Chang} and \textit{M. M. Rao}, Stochastic Anal. Appl. 6, No. 2, 169--189 (1988; Zbl 0647.60044) Full Text: DOI
Miamee, A. G.; Pourahmadi, M. Wold decomposition, prediction and parameterization of stationary processes with infinite variance. (English) Zbl 0631.60042 Probab. Theory Relat. Fields 79, No. 1, 145-164 (1988). MSC: 60G10 62M15 PDF BibTeX XML Cite \textit{A. G. Miamee} and \textit{M. Pourahmadi}, Probab. Theory Relat. Fields 79, No. 1, 145--164 (1988; Zbl 0631.60042) Full Text: DOI
Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P. Modelling and forecasting linear combinations of time series. (English) Zbl 0636.62089 Int. Stat. Rev. 55, 295-313 (1987). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{F. A. Pino} et al., Int. Stat. Rev. 55, 295--313 (1987; Zbl 0636.62089) Full Text: DOI
Pe\=na, Daniel; Box, George E. P. Identifying a simplifying structure in time series. (English) Zbl 0623.62081 J. Am. Stat. Assoc. 82, 836-843 (1987). MSC: 62M10 62H25 PDF BibTeX XML Cite \textit{D. Pe\=na} and \textit{G. E. P. Box}, J. Am. Stat. Assoc. 82, 836--843 (1987; Zbl 0623.62081) Full Text: DOI
Baillie, Richard T. Inference in dynamic models containing ’surprise’ variables. (English) Zbl 0617.62118 J. Econom. 35, 101-117 (1987). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{R. T. Baillie}, J. Econom. 35, 101--117 (1987; Zbl 0617.62118) Full Text: DOI
Priestley, M. B. New developments in time-series analysis. (English) Zbl 0617.62092 New perspectives in theoretical and applied statistics, Sel. Pap. 3rd Int. Meet. Stat., Bilbao/Spain 1986, 119-131 (1987). Reviewer: H.S.Buscher MSC: 62M10 PDF BibTeX XML
Penm, J. H. W.; Terrell, R. D. The “derived” moving-average model and its role in causality. (English) Zbl 0659.62112 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 99-111 (1986). MSC: 62M10 PDF BibTeX XML
Saikkonen, Pentti Asymptotic properties of some preliminary estimators for autoregressive moving average time series models. (English) Zbl 0609.62124 J. Time Ser. Anal. 7, 133-155 (1986). Reviewer: R.P.Mentz MSC: 62M10 62E20 62M09 PDF BibTeX XML Cite \textit{P. Saikkonen}, J. Time Ser. Anal. 7, 133--155 (1986; Zbl 0609.62124) Full Text: DOI
Nieuwenhuis, J. W.; Willems, J. C. Deterministic ARMA models. (English) Zbl 0595.93012 Analysis and optimization of systems, Proc. 7th Int. Conf., Antibes/France 1986, Lect. Notes Control Inf. Sci. 83, 429-439 (1986). MSC: 93B15 93B10 93C05 62M10 93C99 PDF BibTeX XML
Kormos, J.; Terdik, Gy. Matrix valued statistical investigations of the double measurements model. (English) Zbl 0618.62090 Publ. Math. 32, 7-15 (1985). MSC: 62M10 PDF BibTeX XML Cite \textit{J. Kormos} and \textit{Gy. Terdik}, Publ. Math. 32, 7--15 (1985; Zbl 0618.62090)
Nguyen Van Thu Prediction of Banach space valued strictly stationary sequences. (English) Zbl 0601.60006 Theory Probab. Appl. 29, 334-344 (1985). MSC: 60B11 60G10 60G15 PDF BibTeX XML Cite \textit{Nguyen Van Thu}, Theory Probab. Appl. 29, 334--344 (1985; Zbl 0601.60006) Full Text: DOI
Nakazawa, Hiroshi Quantization of Brownian motion processes in potential fields. (English) Zbl 0585.60067 Quantum probability and applications II, Proc. 2nd Workshop, Heidelberg/Ger. 1984, Lect. Notes Math. 1136, 375-387 (1985). MSC: 60H99 82B10 60J65 PDF BibTeX XML
Rootzén, Holger Asymptotic distributions of order statistics from stationary normal sequences. (English) Zbl 0577.62017 Contributions to probability and statistics, Hon. G. Blom, 291-302 (1985). Reviewer: B.L.S.Prakasa Rao MSC: 62E20 62G30 PDF BibTeX XML
Bloomfield, Peter On series representations for linear predictors. (English) Zbl 0559.60040 Ann. Probab. 13, 227-233 (1985). MSC: 60G25 42A20 PDF BibTeX XML Cite \textit{P. Bloomfield}, Ann. Probab. 13, 227--233 (1985; Zbl 0559.60040) Full Text: DOI
Turkman, K. F.; Walker, A. M. On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients. (English) Zbl 0562.62014 Adv. Appl. Probab. 16, 819-842 (1984). Reviewer: J.Tiago de Oliveira MSC: 62E20 62M15 60F99 60E99 PDF BibTeX XML Cite \textit{K. F. Turkman} and \textit{A. M. Walker}, Adv. Appl. Probab. 16, 819--842 (1984; Zbl 0562.62014) Full Text: DOI
Nguyen Van Thu Prediction of Banach space valued strictly stationary sequences. (Russian) Zbl 0553.60005 Teor. Veroyatn. Primen. 29, No. 2, 327-337 (1984). Reviewer: A.Weron MSC: 60B11 60G10 60G15 PDF BibTeX XML Cite \textit{Nguyen Van Thu}, Teor. Veroyatn. Primen. 29, No. 2, 327--337 (1984; Zbl 0553.60005)
Clara, Fabrice J.; Silverman, Leonard M. Stochastic identification of CRSD models from ARMA representations or covariances. (English) Zbl 0546.93072 Analysis and optimization of systems, Proc. 6th int. Conf., Nice 1984, Part 2, Lect. Notes Control Inf. Sci. 63, 294-308 (1984). MSC: 93E12 62J10 62M10 93B10 93C55 PDF BibTeX XML
Niemi, Hannu Theoretical properties of linear predictors for ARIMA models. (English) Zbl 0543.62078 Scand. J. Stat., Theory Appl. 11, 113-122 (1984). Reviewer: P.Stoica MSC: 62M20 PDF BibTeX XML Cite \textit{H. Niemi}, Scand. J. Stat. 11, 113--122 (1984; Zbl 0543.62078)
Soltani, A. Reza Extrapolation and moving average representation for stationary random fields and Beurling’s theorem. (English) Zbl 0537.60045 Ann. Probab. 12, 120-132 (1984). MSC: 60G60 62M20 32A35 PDF BibTeX XML Cite \textit{A. R. Soltani}, Ann. Probab. 12, 120--132 (1984; Zbl 0537.60045) Full Text: DOI
Dickinson, Bradley W. Structure of stationary finite observation records of discrete-time stochastic linear systems. (English) Zbl 0547.93057 IEEE Trans. Autom. Control 28, 577-584 (1983). Reviewer: T.Saragawa MSC: 93E03 93C05 93C55 60G10 62M10 60G15 93B15 62B05 62E10 PDF BibTeX XML Cite \textit{B. W. Dickinson}, IEEE Trans. Autom. Control 28, 577--584 (1983; Zbl 0547.93057) Full Text: DOI
Kallianpur, Gopinath; Mandrekar, V. Nondeterministic random fields and Wold and Halmos decompositions for commuting isometries. (English) Zbl 0522.60050 Prediction theory and harmonic analysis Pesi Masani Vol., 165-190 (1983). MSC: 60G60 PDF BibTeX XML
Tan, Suan-Boon Maximum likelihood estimation of stochastic linear difference equations with autoregressive moving average errors and with missing observations and observational errors. (English) Zbl 0518.62073 Applied time series analysis, Proc. int. Conf., Houston/Tex. 1981, 397-408 (1982). MSC: 62M10 93E10 PDF BibTeX XML
Andel, Jiri An autoregressive representation of ARMA processes. (English) Zbl 0508.62074 Probability and statistical inference, Proc. 2nd Pannonian Symp., Bad Tatzmannsdorf/Austria 1981, 13-21 (1982). MSC: 62M10 PDF BibTeX XML
Ponomarenko, A. I. Moving-average representations for generalized homogeneous random fields on locally compact Abelian groups. (English) Zbl 0504.60056 Theory Probab. Math. Stat. 24, 135-140 (1982). MSC: 60G60 22B99 43A99 46F99 28C20 60H05 PDF BibTeX XML Cite \textit{A. I. Ponomarenko}, Theory Probab. Math. Stat. 24, 135--140 (1982; Zbl 0504.60056)
Ponomarenko, A. I. Representations of moving average for generalized homogeneous random fields on locally compact abelian groups. (Russian) Zbl 0478.60060 Teor. Veroyatn. Mat. Stat. 24, 119-125 (1981). MSC: 60G60 60G20 60B15 20K45 PDF BibTeX XML
Kedem, Benjamin; Slud, Eric On goodness of fit of time series models: An application of higher order crossings. (English) Zbl 0476.62074 Biometrika 68, 551-556 (1981). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{B. Kedem} and \textit{E. Slud}, Biometrika 68, 551--556 (1981; Zbl 0476.62074) Full Text: DOI
Goodwin, Graham C.; Ramadge, Peter J.; Caines, Peter E. Discrete time stochastic adaptive control. (English) Zbl 0473.93075 SIAM J. Control Optimization 19, 829-853 (1981). MSC: 93E20 93C40 93C55 93E10 93E14 PDF BibTeX XML Cite \textit{G. C. Goodwin} et al., SIAM J. Control Optim. 19, 829--853 (1981; Zbl 0473.93075) Full Text: DOI
Schmidt, F. On moving average representations of Banach-space valued stationary processes over LCA-groups. (English) Zbl 0445.60026 Probability theory on vector spaces II, Proc., Blazejewko/Poland 1979, Lect. Notes Math. 828, 251-258 (1980). MSC: 60G10 60G25 43A25 PDF BibTeX XML
Kawashima, Hironao Parameter estimation of autoregressive integrated processes by least squares. (English) Zbl 0437.62084 Ann. Stat. 8, 423-435 (1980). MSC: 62M10 62F12 62E20 PDF BibTeX XML Cite \textit{H. Kawashima}, Ann. Stat. 8, 423--435 (1980; Zbl 0437.62084) Full Text: DOI
Akaike, Hirotugu Covariance matrix computation of the state variable of a stationary Gaussian process. (English) Zbl 0444.62110 Ann. Inst. Stat. Math. 30, 499-504 (1978). MSC: 62M20 65C99 62M10 60G25 PDF BibTeX XML Cite \textit{H. Akaike}, Ann. Inst. Stat. Math. 30, 499--504 (1978; Zbl 0444.62110) Full Text: DOI
Angell, I. O.; Godolphin, E. J. Implementation of the direct representation for the maximum likelihood estimator of a Gaussian moving average process. (English) Zbl 0391.62067 J. Stat. Comput. Simulation 8, 145-160 (1978). MSC: 62M10 62M09 PDF BibTeX XML Cite \textit{I. O. Angell} and \textit{E. J. Godolphin}, J. Stat. Comput. Simulation 8, 145--160 (1978; Zbl 0391.62067) Full Text: DOI
Terdik, György Moving average representation of autoregressive fields and maximum likelihood estimation of its coefficients. (English) Zbl 0435.62093 Alkalmazott Mat. Lapok 3, 379-388 (1977). MSC: 62M10 PDF BibTeX XML Cite \textit{G. Terdik}, Alkalmazott Mat. Lapok 3, 379--388 (1977; Zbl 0435.62093)