Results 301 to 310 of about 508,325 (367)

Factor Analysis Models for Stationary Stochastic Processes

1986
A new class of dynamic models for stationary time series is presented. It is a natural dynamic generalization of the well-known Factor Analysis Model widely used in Statistics. Factor Analysis models of time series are also related to dynalaic Errors-in-Variables models discussed in the recent literature.
PICCI, GIORGIO, PINZONI, STEFANO
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Resistant estimators for stationary ergodic stochastic processes

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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An explicit method for simulating non-Gaussian and non-stationary stochastic processes by Karhunen-Loève and polynomial chaos expansion

Mechanical systems and signal processing, 2019
H. Dai, Zhibao Zheng, Huihuan Ma
semanticscholar   +1 more source

Stationary stochastic processes in Rn

1986
In this chapter certain concepts and theorems in the theory of stochastic processes are reviewed, with emphasis on the variance-covariance properties of stationary processes in the n-dimensional Euclidean space, R n . For details and proofs the reader is referred to one or the other of the following textbooks: Bartlett (1955), Blanc-Lapierre & Fortet ...
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Limiting stochastic operations for stationary spatial processes

Mathematical Geology, 1991
A natural extrapolation of stochastic operations (continuity and differentiation) already described in time domain (one-dimensional case) is established for spatial processes (two- or three-dimensional case). If stationarity decision is assumed, the continuity and differentiability (in the mean square sense) of a spatial process depends on the ...
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A stochastic harmonic function representation for non-stationary stochastic processes

, 2017
Jianbing Chen, F. Kong, Yong-bo Peng
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Reliability Analysis for Multidisciplinary Systems Involving Stationary Stochastic Processes

Design Automation Conference, 2015
Zhifu Zhu, Zhen Hu, Xiaoping Du
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Analysis of Stationary Stochastic Processes

1982
In this section we describe basic concepts of noise analysis of stationary processes. The contents and further details may be found in most of the standard books on noise analysis, e.g. Bendat,Piersol (1971), Bell (1960), Bittel, Storm (1971), Pfeifer (1959), van der Ziel (1970, 1976).
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Random function based spectral representation of stationary and non-stationary stochastic processes

, 2016
Zhangjun Liu, Wei Liu, Yong-bo Peng
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Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

, 2018
Zhangjun Liu, Zenghui Liu, Yong-bo Peng
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