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
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
Stochastic parametrization of short-scale processes is revisited in an idealized setting in which th...
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...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
Stochastic parametrization of short-scale processes is revisited in an idealized setting in which th...
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...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
This paper is devoted to the characterization of an extended family of continuous-time autoregressiv...
Stochastic parametrization of short-scale processes is revisited in an idealized setting in which th...
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