AbstractOptimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly stationary processes including ARMA processes are derived explicitly. Furthermore their convergence rates are given
The optimal state estimator for linear systems described by functional differential equations is con...
A general non-stationary point process whose intensity function is given up to unknown numerical fac...
Mean estimation for a random function is considered in its most general context, including both the ...
Optimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly station...
AbstractOptimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators are...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators M n...
AbstractThe efficiency in estimating the mean of a weakly stationary process is investigated. Estima...
Estimators for the mean of polynomial weakly stationary sequences are developed and studied with res...
AbstractEstimators for the mean of polynomial weakly stationary sequences are developed and studied ...
The problem of predicting integrals of stochastic processes is considered. Linear estimators have b...
In this article, we show that a general class of weakly stationary time series can be modeled applyi...
Abstract The problem of predicting integrals of stochastic processes is considered Linear estimato...
This paper is concerned with the estimation of a parameter of a stochastic process on the basis of a...
We deal with the problem of mean square optimal estimation of linear functionals which depend on the...
The optimal state estimator for linear systems described by functional differential equations is con...
A general non-stationary point process whose intensity function is given up to unknown numerical fac...
Mean estimation for a random function is considered in its most general context, including both the ...
Optimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly station...
AbstractOptimal or asymptotically optimal linear unbiased mean estimators for a wide class of weakly...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators are...
The efficiency in estimating the mean of a weakly stationary process is investigated. Estimators M n...
AbstractThe efficiency in estimating the mean of a weakly stationary process is investigated. Estima...
Estimators for the mean of polynomial weakly stationary sequences are developed and studied with res...
AbstractEstimators for the mean of polynomial weakly stationary sequences are developed and studied ...
The problem of predicting integrals of stochastic processes is considered. Linear estimators have b...
In this article, we show that a general class of weakly stationary time series can be modeled applyi...
Abstract The problem of predicting integrals of stochastic processes is considered Linear estimato...
This paper is concerned with the estimation of a parameter of a stochastic process on the basis of a...
We deal with the problem of mean square optimal estimation of linear functionals which depend on the...
The optimal state estimator for linear systems described by functional differential equations is con...
A general non-stationary point process whose intensity function is given up to unknown numerical fac...
Mean estimation for a random function is considered in its most general context, including both the ...
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