A caution on mixing conditions for random fieldsBRADLEY, R. C.Statistics & probability letters. 1989, Vol 8, Num 5, pp 489-491, issn 0167-7152, 3 p.Article

Wold decomposition, prediction and parameterization of stationary processes with infinite varianceMIAMEE, A. G; POURAHMADI, M.Probability theory and related fields. 1988, Vol 79, Num 1, pp 145-164, issn 0178-8051Article

Synthesis of small-order conventional-optimum filters for stationary sequencesPROKHOROV, Y. N.Radiotehnika i èlektronika. 1990, Vol 35, Num 4, pp 787-793, issn 0033-8494Article

When is adaptive better than optimal ?FUCHS, J. J; DELYON, B.IEEE transactions on automatic control. 1993, Vol 38, Num 11, pp 1700-1703, issn 0018-9286Article

Probabilités. Représentation A.R.M.A. d'un processus gaussien à temps continu stationnaire de densité spectrale rationnelle = A.R.M.A. representation of a continuous time stationary gaussian process with rational spectral densityLE BRETON, A.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1988, Vol 307, Num 6, pp 267-270, issn 0764-4442Article

Absence of a stationary distribution for the edge process of subcritical oriented percolation in two dimensionsSCHONMANN, R. H.Annals of probability. 1987, Vol 15, Num 3, pp 1146-1147, issn 0091-1798Article

Qualitative robustness in time seriesPAPANTONI-KAZAKOS, P.Information and computation (Print). 1987, Vol 72, Num 3, pp 239-269, issn 0890-5401Article

Recursive simulation of stationary multivariate random processes. IMIGNOLET, M. P; SPANOS, P. D.Journal of applied mechanics. 1987, Vol 54, Num 3, pp 674-680, issn 0021-8936Conference Paper

Recursive simulation of stationary multivariate random processes. IISPANOS, P. D; MIGNOLET, M. P.Journal of applied mechanics. 1987, Vol 54, Num 3, pp 681-687, issn 0021-8936Conference Paper

Perfect filtering and double disjointnessFURSTENBERG, H; PERES, Y; WEISS, B et al.Annales de l'I.H.P. Probabilités et statistiques. 1995, Vol 31, Num 3, pp 453-465, issn 0246-0203Article

Asymptotic crossing rates for stationary gaussian vector processesBREITUNG, K.Stochastic processes and their applications. 1988, Vol 29, Num 2, pp 195-207, issn 0304-4149Article

Further comparisons of direct methods for computing stationary distributions of Markov chainsHEYMAN, D. P.SIAM journal on algebraic and discrete methods. 1987, Vol 8, Num 2, pp 226-232, issn 0196-5212Article

Recursive probability density estimation for weakly dependent stationary processesMASRY, E.IEEE transactions on information theory. 1986, Vol 32, Num 2, pp 254-267, issn 0018-9448Article

Kingman's subadditive ergodic theoremSTEELE, J. M.Annales de l'I.H.P. Probabilités et statistiques. 1989, Vol 25, Num 1, pp 93-98, issn 0246-0203, 6 p.Article

Finite-time implications of relaxation times for stochastically monotone processesALDOUS, D. J.Probability theory and related fields. 1988, Vol 77, Num 1, pp 137-145, issn 0178-8051Article

The range of the mean-value quantities of planar tessellationsKENDALL, W. S; MECKE, J.Journal of applied probability. 1987, Vol 24, Num 2, pp 411-421, issn 0021-9002Article

Transferts de propriétés entre processus harmonisablesLoughani, Abdelaziz; Moché, Raymond.1987, 75 p.Thesis

A note on optimum spacing of observations from a continuous time simple Markov processTAKEUCHI, K; AKAHIRA, M.Metrika (Heidelberg). 1986, Vol 33, Num 3-4, pp 217-222, issn 0026-1335Article

A finite form of De Finetti's theorem for stationary Markov exchangeabilityZAMAN, A.Annals of probability. 1986, Vol 14, Num 4, pp 1418-1427, issn 0091-1798Article

On the estimation of covariance functions of P_n-weakly stationary processesHÖSEL, V.Stochastic analysis and applications. 1998, Vol 16, Num 4, pp 607-629, issn 0736-2994Article

Estimation de paramètre par échantillonnages aléatoires = Random sampling and parametric estimationDENIAU, C; OPPENHEIM, G; VIANO, M.-C et al.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1988, Vol 306, Num 13, pp 565-568, issn 0764-4442Article

A counterexample concerning the extremal indexSMITH, R. L.Advances in applied probability. 1988, Vol 20, Num 3, pp 681-683, issn 0001-8678Article

Affine processes: a test of isotropy based on level setsCABANA, E. M.SIAM journal on applied mathematics (Print). 1987, Vol 47, Num 4, pp 886-891, issn 0036-1399Article

Polarité, points multiples et géométrie de certains processus gaussiensTestard, Frédéric; Kahane, Jean-Pierre.1987, 123 p.Thesis

An ergodic theorem for constrained sequences of functionsKIEFFER, J. C.Bulletin, new series, of the American Mathematical Society. 1989, Vol 21, Num 2, pp 249-254, issn 0273-0979, 6 p.Article