Pages that link to "Item:Q797554"
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The following pages link to Linear stochastic systems with constant coefficients. A statistical approach (Q797554):
Displaying 12 items.
- Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700) (← links)
- (Q4965807) (← links)
- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
- (Q4994342) (← links)
- (Q5071330) (← links)
- On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes (Q5077996) (← links)
- Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion (Q5080070) (← links)
- Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
- Implicit Linear Nonhomogeneous Difference Equation over ℤ with a Random Right-Hand Side (Q5087702) (← links)
- On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case (Q5255342) (← links)
- Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise (Q5369219) (← links)
- Le Cam-Stratonovich-Boole theory for Itô diffusions (Q6112114) (← links)
