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60G15 Gaussian processes (16 articles)

• Fischer, Cyril; Náprstek, Jiří: Numerical solution of a stochastic model of a ball-type vibration absorber. (English). In: Chleboun, J., Kůs, P., Přikryl, P., Rozložník, M., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Hejnice, June 21-26, 2020. Institute of Mathematics CAS, Prague, 2021. pp. 40-49
• Magiera, Wladyslaw; Libal, Urszula; Wielgus, Agnieszka: Efficient measurement of higher-order statistics of stochastic processes. (English). Kybernetika, vol. 54 (2018), issue 5, pp. 865-887
• Kim, Byoung Soo; Cho, Dong Hyun: Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths. (English). Czechoslovak Mathematical Journal, vol. 67 (2017), issue 3, pp. 609-628
• Stibůrek, David: Statistical Inference about the Drift Parameter in Stochastic Processes. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 52 (2013), issue 2, pp. 107-120
• 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
• Lachout, Petr: Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process. (English). Kybernetika, vol. 37 (2001), issue 6, pp. [647]-667
• 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