THE ESTIMATION OF MULTIVARIATE DENSITIES OF CONTINUOUS-PARAMETER STATIONARY-PROCESSES FROM DISCRETE-TIME OBSERVATIONS

被引：0
|
作者：
MASRY, E
机构：
来源：
PROCEEDINGS OF THE 22ND CONFERENCE ON INFORMATION SCIENCES AND SYSTEMS, VOLS 1 & 2 | 1988年
关键词：
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
引用
收藏
页码：173 / 176
页数：4
相关论文
共 50 条
  • [41] Analysis, Estimation, and Validation of Discrete-Time Epidemic Processes
    Pare, Philip E.
    Liu, Ji
    Beck, Carolyn L.
    Kirwan, Barret E.
    Basar, Tamer
    IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, 2020, 28 (01) : 79 - 93
  • [42] Estimation of continuous-time AR process parameters from discrete-time data
    Fan, H
    Söderstrom, T
    Mossberg, M
    Carlsson, B
    Zou, YJ
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (05) : 1232 - 1244
  • [43] Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes
    Soltani, A. R.
    Mohammadpour, M.
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2009, 27 (02) : 317 - 330
  • [44] PARAMETER-ESTIMATION OF CONTINUOUS-TIME STATIONARY GAUSSIAN-PROCESSES WITH RATIONAL SPECTRA
    PORAT, B
    FRIEDLANDER, B
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 1987, 6 (01) : 107 - 119
  • [45] Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations
    Hu Y.
    Lee C.
    Lee M.H.
    Song J.
    Statistical Inference for Stochastic Processes, 2015, 18 (3) : 279 - 291
  • [46] Parametric estimation of the driving Levy process of multivariate CARMA processes from discrete observations
    Brockwell, Peter J.
    Schlemm, Eckhard
    JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 115 : 217 - 251
  • [47] ESTIMATION OF FACTOR SCORES AND KALMAN FILTERING FOR DISCRETE PARAMETER STATIONARY PROCESSES
    PRIESTLEY, MB
    RAO, TS
    INTERNATIONAL JOURNAL OF CONTROL, 1975, 21 (06) : 971 - 975
  • [48] Remarks on Estimation Problem for Stationary Processes in Continuous Time
    Youri Davydov
    Statistical Inference for Stochastic Processes, 2001, 4 (1) : 1 - 15
  • [49] Recursive estimation of discrete-time signals from nonlinear randomly delayed observations
    Caballero-Aguila, R.
    Hermoso-Carazo, A.
    Jimenez-Lopez, J. D.
    Linares-Perez, J.
    Nakamori, S.
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2009, 58 (06) : 1160 - 1168
  • [50] Parameter estimation in a generalized discrete-time model of density dependence
    Leo Polansky
    Perry de Valpine
    James O. Lloyd-Smith
    Wayne M. Getz
    Theoretical Ecology, 2008, 1 : 221 - 229
12345