The estimator G 59 for the solutions of the regularized Kolmogorov--Wiener filter
-
Vyacheslav L. Girko
,
B. V. Shevchuk
Abstract
The limit theorem for the estimator
References
[1] V. L. Girko, Random Matrices, Kievskom Gosudarstvennom Universitete, Kiev, 1975. Suche in Google Scholar
[2] V. L. Girko, Statistical Analysis of Observations of Increasing Dimension, Kluwer Academic, Dordrecht, 1995. 10.1007/978-94-015-8567-5Suche in Google Scholar
[3] V. L. Girko, An Introduction to Statistical Analysis of Random Arrays, VSP, Utrecht, 1998. 10.1515/9783110916683Suche in Google Scholar
[4] V. L. Girko, Theory of Stochastic Canonical Equations. Vol. I and II, Kluwer Academic, Dordrecht, 2001. 10.1007/978-94-010-0989-8Suche in Google Scholar
[5]
V. L. Girko, B. V. Shevchuk and L. D. Shevchuk,
The estimators
[6]
V. L. Girko,
The generalized canonical equations
© 2024 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Existence results for a coupled system of fractional stochastic differential equations involving Hilfer derivative
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- On optimal control of coupled mean-field forward-backward stochastic equations
- Double sequences of complex uncertain variables associated with multiplier sequences
- The estimator G 59 for the solutions of the regularized Kolmogorov--Wiener filter
- Canonical equation K 107 for symmetric matrix with independent zebra random lines
- Existence of a weak solution to a Markovian BSDE with discontinuous coefficients
- Generalized delay BSDE driven by fractional Brownian motion
- Stochastic integration respect a cylindrical martingale-Lévy process with second moments
Artikel in diesem Heft
- Frontmatter
- Existence results for a coupled system of fractional stochastic differential equations involving Hilfer derivative
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- On optimal control of coupled mean-field forward-backward stochastic equations
- Double sequences of complex uncertain variables associated with multiplier sequences
- The estimator G 59 for the solutions of the regularized Kolmogorov--Wiener filter
- Canonical equation K 107 for symmetric matrix with independent zebra random lines
- Existence of a weak solution to a Markovian BSDE with discontinuous coefficients
- Generalized delay BSDE driven by fractional Brownian motion
- Stochastic integration respect a cylindrical martingale-Lévy process with second moments
