✦ LIBER ✦

Recovery of the correlation function for a stationary case of a discrete-time stochastic process

✍ Scribed by V. G. Nikitin; L. G. Chubakov

Publisher: Springer US
Year: 1995
Tongue: English
Weight: 160 KB
Volume: 74
Category: Article
ISSN: 1573-8795
DOI: 10.1007/bf02367693

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Remarks on the estimation of the correla

Remarks on the estimation of the correlation function for a stationary Gaussian process

✍ P. S. Knopov 📂 Article 📅 1971 🏛 Springer US 🌐 English ⚖ 145 KB

Multiplicative stochastic processes: On

Multiplicative stochastic processes: On the correlation time as a function of noise intensity

✍ Sandro Faetti; Crescenzo Festa; Leone Fronzoni; Paolo Grigolini; Fabio Marcheson 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 304 KB

Estimation of the parameters of the corr

Estimation of the parameters of the correlation function of a stationary random process

✍ T. M. Tovstik 📂 Article 📅 1976 🏛 Springer US 🌐 English ⚖ 407 KB

Applications of a formula for the varian

Applications of a formula for the variance function of a stochastic process

✍ Ruzong Fan; Kenneth Lange; Edsel Peña 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 104 KB

This paper uses Itô's formula to obtain a representation of the variance function of a class of stochastic processes having right continuous paths with left limits. The representation allows one to generalize recent results of Ball and Faddy concerning over-and under-dispersion of pure birth process

A test of fit for the spectral density f

A test of fit for the spectral density function of a stochastic process

✍ S. K. Zaremba 📂 Article 📅 1960 🏛 Springer Vienna 🌐 English ⚖ 532 KB

Approximation of the probability density

Approximation of the probability density function for the first arrival time of a stochastic process at a designated level

✍ V. A. Dobryden' 📂 Article 📅 1974 🏛 Springer US 🌐 English ⚖ 245 KB