Characterization and identifiability for stochastic processes

zbMATH Open0981.60034MaRDI QIDQ2734975

B. L. S. Prakaso Rao

Publication date: 14 March 2002

zbMATH Keywords

Wiener processpoint processPoisson processstochastic process characterization

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Foundations of stochastic processes (60G05)

Related Items (2)

Boundary value processes: Estimation and identification ⋮ Recognition of processes governed by stochastic differential equations.

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Identification and estimation of parameters in stochastic systems described by partial differential equations 👍 👎
• Identification of continuous-time linear dynamic stochastic systems 👍 👎
• Identification under random processes 👍 👎
• Identification of stochastic operators 👍 👎
• Characterization of multivariate stable processes 👍 👎
• IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE 👍 👎

This page was built for publication: Characterization and identifiability for stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2734975)