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An extreme Markovian-evolutionary (EME) sequence.

José Tiago de Oliveira (1985)

Trabajos de Estadística e Investigación Operativa

The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.

An interpolation problem for multivariate stationary sequences

Lutz Klotz (2000)

Kybernetika

Let 𝐗 and 𝐘 be stationarily cross-correlated multivariate stationary sequences. Assume that all values of 𝐘 and all but one values of 𝐗 are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].

An iterative implementation of the implicit nonlinear filter

Alexandre J. Chorin, Xuemin Tu (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.

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