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  • 60-XX Probability theory and stochastic processes
  • 60Gxx Stochastic processes
  • 60G10 Stationary processes

60Gxx Stochastic processes

  • 60G05 Foundations of stochastic processes
  • 60G07 General theory of processes
  • 60G09 Exchangeability
  • 60G10 Stationary processes
  • 60G12 General second-order processes
  • 60G15 Gaussian processes
  • 60G17 Sample path properties
  • 60G18 Self-similar processes
  • 60G20 Generalized stochastic processes
  • 60G22 Fractional processes, including fractional Brownian motion
  • 60G25 Prediction theory
  • 60G30 Continuity and singularity of induced measures
  • 60G35 Signal detection and filtering
  • 60G40 Stopping times; optimal stopping problems; gambling theory
  • 60G42 Martingales with discrete parameter
  • 60G44 Martingales with continuous parameter
  • 60G46 Martingales and classical analysis
  • 60G48 Generalizations of martingales
  • 60G50 Sums of independent random variables; random walks
  • 60G51 Processes with independent increments; Lévy processes
  • 60G52 Stable processes
  • 60G55 Point processes
  • 60G57 Random measures
  • 60G60 Random fields
  • 60G70 Extreme value theory; extremal processes
  • 60G99 None of the above, but in this section
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Условие взаимной абсолютной непрерывности двух гауссовских мер, отвечающих стационарному процессу и асимптотическое поведение воспроизводящего ядра

В.Н. Солев (1988)

Zapiski naucnych seminarov Leningradskogo

Условие локальной регулярности

В.Н. Солев (1992)

Zapiski naucnych seminarov POMI

Энтропийный смысл суммируемости логарифма

С.В. Хрущев (1977)

Zapiski naucnych seminarov Leningradskogo

Явное экстраполирование стационарных процессов со спектральной плотностью, обобщающей рациональную

Е.П. Фадеева (1988)

Issledovanija po prikladnoj matematike

Явные формулы линейной фильтрации в случае -марковости принимаемого сигнала

Е.П. Фадеева (1987)

Verojatnostnye metody i kibernetika

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