The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a stochastic setting. This extension consists of characterizations of discrete time Gaussian processes with rational spectral density
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this article, we provide a spectral characterization for a real-valued discrete-time periodically...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
© 2017 This paper revisits the definition of linear time-invariant (LTI) stochastic process within a...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
textabstractBehaviours provide an elegant, parameter free characterization of deterministic systems....
AbstractIn this paper we extend the definition of stochastic integrals relative to the larger class ...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
This unique text for beginning graduate students gives a self-contained introduction to the mathemat...
AbstractFor weakly stationary stochastic processes taking values in a Hilbert space, spectral repres...
AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this article, we provide a spectral characterization for a real-valued discrete-time periodically...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
© 2017 This paper revisits the definition of linear time-invariant (LTI) stochastic process within a...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
textabstractBehaviours provide an elegant, parameter free characterization of deterministic systems....
AbstractIn this paper we extend the definition of stochastic integrals relative to the larger class ...
A definition of stochastic discrete-time scale invariance Markov(DT-SIM) process is proposed and its...
This unique text for beginning graduate students gives a self-contained introduction to the mathemat...
AbstractFor weakly stationary stochastic processes taking values in a Hilbert space, spectral repres...
AbstractWe show that under mild conditions the joint densities Px1,…,xn) of the general discrete tim...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this article, we provide a spectral characterization for a real-valued discrete-time periodically...
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