Estimation and detection theory for multiple stochastic processes-Reference-Cited by-同舟云学术

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Estimation and detection theory for multiple stochastic processes

Published:1960-12 Issue:3-4 Volume:1 Page:386-410
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Balakrishnan A.V

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference11 articles.

1. Extrapolation, Interpolation and Smoothing of Time Series;Wiener,1949

2. The prediction theory of multivariate stochastic processes, I;Wiener;Acta Math., Stockholm,1957

3. The prediction theory of multivariate stochastic processes, II;Wiener;Acta Math., Stockholm,1958

4. Über Lineare Methoden in der Wahrscheinlichkeitsrechnung;Karhunen;Ann. Acad. Sci. Fennicae,1947

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1. Measure of polymer performance based on correlated physical parameters;Journal of Applied Polymer Science;2021-03-24

2. Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2017-09-06

3. Frame sequences and representations for samplable random processes;Journal of Mathematical Analysis and Applications;2016-01

4. Estimation Linéaire au Sens de Wiener D’un Ensemble de Signaux Aléatoires;Annales des Télécommunications;1970-03

5. Some results on singular detection;Information and Control;1966-04

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