230 citations to https://www.mathnet.ru/rus/tvp4894
  1. Paolo Zaffaroni, Banca d'Italia, “Gaussian inference on certain long-range dependent volatility models”, Journal of Econometrics, 115:2 (2003), 199  crossref
  2. T. Subba Rao, Gy. Terdik, Handbook of Statistics, 21, Stochastic Processes: Modelling and Simulation, 2003, 827  crossref
  3. N. Kalouptsidis, P. Koukoulas, V.J. Mathews, “Blind identification of bilinear systems”, IEEE Trans. Signal Process., 51:2 (2003), 484  crossref
  4. J. August, S.W. Zucker, “Sketches with curvature: the curve indicator random field and markov processes”, IEEE Trans. Pattern Anal. Machine Intell., 25:4 (2003), 387  crossref
  5. Jean-Marc Le Caillec, René Garello, “Time series nonlinearity modeling: A Giannakis formula type approach”, Signal Processing, 83:8 (2003), 1759  crossref
  6. George Gatt, Nicholas Kalouptsidis, “Identification of discrete-time state affine state space models using cumulants”, Automatica, 38:10 (2002), 1663  crossref
  7. G. Di Nunno, “Stochastic integral representations, stochastic derivatives and minimal variance hedging”, Stochastics and Stochastic Reports, 73:1-2 (2002), 181  crossref
  8. P. Koukoulas, V. Tsoulkas, N. Kalouptsidis, “A cumulant based algorithm for the identification of input–output quadratic systems”, Automatica, 38:3 (2002), 391  crossref
  9. V. Tsoulkas, P. Koukoulas, N. Kalouptsidis, “Identification of input-output bilinear systems using cumulants”, IEEE Trans. Signal Process., 49:11 (2001), 2753  crossref
  10. N. Kalouptsidis, P. Koukoulas, “Second-order Volterra system identification”, IEEE Trans. Signal Process., 48:12 (2000), 3574  crossref
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