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Some mixing properties of time series modelsPHAM, T. D; TRAN, L. T.Stochastic processes and their applications. 1985, Vol 19, Num 2, pp 297-303, issn 0304-4149Article

EIN BEITRAG ZUR THEORIE DER STUECKWEISE LINEAREN MARKOVSCHEN PROZESSE. = CONTRIBUTION A LA THEORIE DES PROCESSUS MARKOVIENS LINEAIRES PAR MORCEAUXGILLERT H.1975; MATH. NACHR.; DTSCH.; DA. 1975; VOL. 70; PP. 99-110; BIBL. 9 REF.Article

Transcience des chaînes de Markov linéaires sur les permutations = Transience of linear Markov chains on permutationDIES, J.-E.Journal of applied probability. 1987, Vol 24, Num 4, pp 899-907, issn 0021-9002Article

The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processesBROCKETT, P. L.Annals of statistics. 1984, Vol 12, Num 2, pp 737-744, issn 0090-5364Article

STRONG MIXING PROPERTIES OF LINEAR STOCHASTIC PROCESSES.CHANDA KC.1974; J. APPL. PROBABIL.; G.B.; DA. 1974; VOL. 11; NO 2; PP. 401-408; BIBL. 7 REF.Article

ASYMPTOTIC PROPERTIES OF LINEAR QUANTILE PROCESSESNGUYEN VAN VONG.1980; DOKL. BOLG. AKAD. NAUK; ISSN 0366-8681; BGR; DA. 1980; VOL. 33; NO 9; PP. 1169-1170; BIBL. 3 REF.Article

FOURIER SERIES FOR A GENERAL LINEAR STOCHASTIC PROCESSKAWATA T.1982; YOKOHAMA MATHEMATICAL JOURNAL; ISSN 0044-0523; JPN; DA. 1982; VOL. 30; NO 1-2; PP. 9-37; BIBL. 16 REF.Article

QUELQUES PROPRIETES DES PROCESSUS MARKOVIENS LINEAIRES PAR MORCEAUXKALASHNIKOV VV.1975; TEOR. VEROJAT. PRIMEN.; S.S.S.R.; DA. 1975; VOL. 20; NO 3; PP. 571-583; ABS. ANGL.; BIBL. 7 REF.Article

THEORIE ET APPLICATION DE L'APPROXIMATION LINEAIRE OPTIMALE DES PROCESSUS LINEAIRESKREE P.1973; C.R. ACAD. SCI., A; FR.; DA. 1973; VOL. 276; NO 3; PP. 205-208; BIBL. 13 REF.Serial Issue

ON ESTIMATION OF TAIL END PROBABILITIES OF THE SAMPLE MEAN FOR LINEAR STOCHASTIC PROCESSESCHANDA KC.1972; ANN. MATH. STATIST.; U.S.A.; DA. 1972; VOL. 43; NO 5; PP. 1680-1686; BIBL. 6 REF.Serial Issue

TESTS FOR THE PRESENCE OF TRENDS IN LINEAR PROCESSESZAREMBA SK.1972; DISSERT. MATH.; POLOGNE; DA. 1972; VOL. 94; PP. 1-62; BIBL. 14 REF.Serial Issue

PROCESSUS LINEAIRES SUR COO (G)RAO MM.1979; C.R. ACAD. SCI. A; FRA; DA. 1979; VOL. 289; NO 2; PP. 139-141; ABS. ENG; BIBL. 4 REF.Article

ON STATIONARY LINEAR PROCESSES WITH MARKOVIAN PROPERTY.OKABE Y.1976; LECTURE NOTES MATH.; GERM.; DA. 1976; PP. 461-466; BIBL. 5 REF.; (JAP.-USSR SYMP. PROBAB. THEORY. 3. PROC.; TASHKENT; 1975)Conference Paper

SYNTHESIS OF STATIONARY STOCHASTIC INPUTS IN IDENTIFICATION PROBLEMS.UPADHYAYA BR; SORENSON HW.1975; IN: SYMP. NONLINEAR ESTIMATION THEOR. APPL. 6. PROC.; SAN DIEGO, CALIF.; 1975; NORTH HOLLYWOOD; WESTERN PERIODICALS; DA. 1975; PP. 249-252; BIBL. 6 REF.Conference Paper

TIME-REVERSIBILITY OF LINEAR STOCHASTIC PROCESSES.WEISS G.1975; J. APPL. PROBABIL.; G.B.; DA. 1975; VOL. 12; NO 4; PP. 831-836; BIBL. 4 REF.Article

ON THE DISTRIBUTION OF INANIMATE MARKS OVER A LINEAR BIRTH-AND-DEATH PROCESS.MORGAN BJT.1974; J. APPL. PROBABIL.; G.B.; DA. 1974; VOL. 11; NO 3; PP. 423-436; BIBL. 8 REF.Article

ASYMPTOTIC PROPERTIES OF CERTAIN FUNCTIONALS OF THE PERIODOGRAM.DAVIS HT.1974; J. APPL. PROBABIL.; G.B.; DA. 1974; VOL. 11; NO 3; PP. 578-581; BIBL. 3 REF.Article

Automated visualization of process diagramsSIX, Janet M; TOLLIS, Ioannis G.Lecture notes in computer science. 2002, pp 45-59, issn 0302-9743, isbn 3-540-43309-0Conference Paper

Surface Acoustic Wave Measurements of Evaporation RateKOSTIAL, P.Applied Acoustics. 1996, Vol 47, Num 2, pp 121-127, issn 0003-682XArticle

On controllability and observability of implicit systemsFRANKOWSKA, H.Systems and control letters. 1990, Vol 14, Num 3, pp 219-225Article

Sampling distribution for a class of estimators for nonregular linear processesCHANDA, K. C.Statistics & probability letters. 1985, Vol 3, Num 5, pp 261-268, issn 0167-7152Article

Local asymptotic classes for the successive primitives of Brownian motionLACHAL, A.Annals of probability. 1997, Vol 25, Num 4, pp 1712-1734, issn 0091-1798Article

Théorèmes fonctionnels d'Erdös-Rényi relatifs aux processus linéaires ; du type Shepp-Sur le problème du geyser stochastique - Estimateurs du coefficient d'adjustement - Extension du théorème d'Erdös-Rényi = Functional versions of the Erdös-Rényi theorem relating to a linear processes ; Shepp type-On the stochastic geyser problem - Estimators of the adjustment coefficient-A general version of the Erdös-Rényi's theoremOuld Khal, Abdellah; Deheuvels, P.1996, 99 p.Thesis

A theorem of Gopengauz type with added interpolatory conditionsKILGORE, T; PRESTIN, J.Numerical functional analysis and optimization. 1994, Vol 15, Num 7-8, pp 859-868, issn 0163-0563Article

Edgeworth expansions for spectral mean estimates with applications to whittle estimatesJANAS, D.Annals of the Institute of Statistical Mathematics. 1994, Vol 46, Num 4, pp 667-682, issn 0020-3157Article

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