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60G15 Gaussian processes (11 articles)

• Shen, Guangjun; Yan, Litan; Chen, Chao: Smoothness for the collision local time of two multidimensional bifractional Brownian motions. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 4, pp. 969-989
• Vyoral, Michal: Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (English). Applications of Mathematics, vol. 50 (2005), issue 1, pp. 63-81
• Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy: Continuity of stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 679-684
• Michálek, Jiří: The Rényi distances of Gaussian measures. (English). Kybernetika, vol. 35 (1999), issue 3, pp. [333]-352
• Manthey, Ralf; Mittmann, Katrin: A growth estimate for continuous random fields. (English). Mathematica Bohemica, vol. 121 (1996), issue 4, pp. 397-413
• Weber, Michel: Borel matrix. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 36 (1995), issue 2, pp. 401-415
• Liese, Friedrich: Every continuous first order autoregressive stochastic process is a Gaussian process. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 227-233
• Anděl, Jiří; Netuka, Ivan; Zvára, Karel: On threshold autoregressive processes. (English). Kybernetika, vol. 20 (1984), issue 2, pp. 89-106
• Štulajter, František: Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process. (English). Kybernetika, vol. 16 (1980), issue 3, pp. (248)-262
• Štulajter, František: An optimal property of the best linear unbiased interpolation filter. (English). Kybernetika, vol. 16 (1980), issue 4, pp. (341)-344
• Preiss, D.; Kotecký, R.: Markoff property of generalized random fields. (English). In: Frolík, Z. (ed.): Abstracta. 7th Winter School on Abstract Analysis. Czechoslovak Academy of Sciences, Praha, 1979. pp. 61-66