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60G10 Stationary processes (55 articles)

• Morvai, Gusztáv; Weiss, Benjamin: Intermittent estimation for finite alphabet finitarily Markovian processes with exponential tails. (English). Kybernetika, vol. 57 (2021), issue 4, pp. 628-646
• Morvai, Gusztáv; Weiss, Benjamin: Estimating the conditional expectations for continuous time stationary processes. (English). Kybernetika, vol. 56 (2020), issue 3, pp. 410-431
• Morita, Takehiko: An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 60 (2019), issue 3, pp. 415-419
• Aliat, Billel; Hamdi, Fayçal: Probabilistic properties of a Markov-switching periodic $GARCH$ process. (English). Kybernetika, vol. 55 (2019), issue 6, pp. 915-942
• 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
• Morvai, Gusztáv; Weiss, Benjamin: A versatile scheme for predicting renewal times. (English). Kybernetika, vol. 52 (2016), issue 3, pp. 348-358
• Morvai, Gusztáv; Weiss, Benjamin: Inferring the residual waiting time for binary stationary time series. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 869-882
• Morvai, Gusztáv; Weiss, Benjamin: A note on prediction for discrete time series. (English). Kybernetika, vol. 48 (2012), issue 4, pp. 809-823
• Prášková, Zuzana; Vaněček, Pavel: On a class of estimators in a multivariate RCA(1) model. (English). Kybernetika, vol. 47 (2011), issue 4, pp. 501-518
• Došlá, Šárka; Anděl, Jiří: Weakly stationary processes with non–positive autocorrelations. (English). Kybernetika, vol. 46 (2010), issue 1, pp. 114-124
• Hoffmann, Lars Michael: Estimating an even spherical measure from its sine transform. (English). Applications of Mathematics, vol. 54 (2009), issue 1, pp. 67-78
• Vaněček, Pavel: Rate of convergence for a class of RCA estimators. (English). Kybernetika, vol. 42 (2006), issue 6, pp. 699-709
• Marek, Tomáš: On invertibility of a random coefficient moving average model. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [743]-756
• Anděl, Jiří; Ranocha, Pavel: Stationary distribution of absolute autoregression. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [735]-742
• Mrkvička, Tomáš: Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 45 (2004), issue 1, pp. 109-117
• Marhuenda, Marco A.; Marhuenda, Yolanda; Morales, Domingo: On the computation of the exact distribution of power divergence test statistics. (English). Kybernetika, vol. 39 (2003), issue 1, pp. [55]-74
• Šindelář, Jan; Knížek, Jiří: On unequally spaced AR(1) process. (English). Kybernetika, vol. 39 (2003), issue 1, pp. [13]-27
• Volf, Petr; Linka, Aleš: A counting process model of survival of parallel load-sharing system. (English). Kybernetika, vol. 37 (2001), issue 1, pp. [47]-60
• Klotz, Lutz: An interpolation problem for multivariate stationary sequences. (English). Kybernetika, vol. 36 (2000), issue 3, pp. [321]-327
• Anděl, Jiří: Linear approximations to some non-linear AR(1) processes. (English). Kybernetika, vol. 36 (2000), issue 4, pp. [389]-399
• Anděl, Jiří; Hrach, Karel: On calculation of stationary density of autoregressive processes. (English). Kybernetika, vol. 36 (2000), issue 3, pp. [311]-319
• Michálek, Jiří: The Rényi distances of Gaussian measures. (English). Kybernetika, vol. 35 (1999), issue 3, pp. [333]-352
• Kadi, Amina: Spectrum of randomly sampled multivariate ARMA models. (English). Kybernetika, vol. 34 (1998), issue 3, pp. [317]-333
• Gilat, David; Helmers, Roelof: On strong laws for generalized L-statistics with dependent data. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 38 (1997), issue 1, pp. 187-192
• Koubková, Alena: Two special models of $AR(n)$ processes with time-dependent random parameters. (English). Kybernetika, vol. 31 (1995), issue 4, pp. 347-357
• Lachout, Petr: Linear rescaling of the stochastic process. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 33 (1992), issue 2, pp. 277-289
• Samek, Pavel; Volný, Dalibor: Uniqueness of a martingale-coboundary decomposition of stationary processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 33 (1992), issue 1, pp. 113-119
• Anděl, Martin: Non-negative linear processes. (English). Applications of Mathematics, vol. 36 (1991), issue 4, pp. 277-283
• Anděl, Jiří: On stationarity of a multiple doubly stochastic model. (English). Kybernetika, vol. 27 (1991), issue 2, pp. 114-119
• Volný, Dalibor: A central limit theorem for non stationary mixing processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 30 (1989), issue 2, pp. 405-407
• Michálek, Jiří: Linear transformations of locally stationary processes. (English). Aplikace matematiky, vol. 34 (1989), issue 1, pp. 57-66
• Michálek, Jiří: Multidimensional random processes with normal covariances. (English). Kybernetika, vol. 25 (1989), issue 5, pp. 348-365
• Volný, Dalibor: On non-ergodic versions of limit theorems. (English). Aplikace matematiky, vol. 34 (1989), issue 5, pp. 351-363
• Anděl, Jiří; Gómez, María; Vega, Carlos: Stationary distribution of some nonlinear $AR(1)$ processes. (English). Kybernetika, vol. 25 (1989), issue 6, pp. 453-460
• Michálek, Jiří: Associated spectra of some non-stationary processes. (English). Kybernetika, vol. 24 (1988), issue 6, pp. 428-438
• Michálek, Jiří: Normal covariances. (English). Kybernetika, vol. 24 (1988), issue 1, pp. 17-27
• Vajda, Igor: Alphabet-oriented and user-oriented source coding theories. (English). Kybernetika, vol. 23 (1987), issue 5, pp. 388-406
• Volný, Dalibor: A nonergodic version of Gordin's CLT for integrable stationary processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 28 (1987), issue 3, pp. 413-419
• Michálek, Jiří: Random sequences with normal covariances. (English). Kybernetika, vol. 23 (1987), issue 6, pp. 443-457
• Horák, Karel; Müller, Vladimír; Vrbová, Pavla: A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes. (English). Aplikace matematiky, vol. 32 (1987), issue 5, pp. 337-345
• Michálek, Jiří: Ergodic properties of locally stationary processes. (English). Kybernetika, vol. 22 (1986), issue 4, pp. 320-328
• Anděl, Jiří: Long memory time series models. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 105-123
• Michálek, Jiří: Spectral decomposition of locally stationary random processes. (English). Kybernetika, vol. 22 (1986), issue 3, pp. 244-255
• Cipra, Tomáš; Anděl, Jiří: ARMA models with nonstationary white noise. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 26 (1985), issue 2, pp. 285-298
• Volný, Dalibor: The central limit problem for strictly stationary sequences [Abstract of thesis]. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 26 (1985), issue 4, pp. 840-842
• Volný, Dalibor: Determinism and martingale decompositions of strictly stationary random processes. (English). In: Frolík, Z., Souček, V. and Vinárek, J. (eds.): Proceedings of the 13th Winter School on Abstract Analysis. Section of Analysis. Circolo Matematico di Palermo, Palermo, 1985. pp. [185]-192
• Sharma, Bhu Dev; Singh, R. P.: A generalization of entropy equation: homogeneous entropies. (English). Kybernetika, vol. 21 (1985), issue 2, pp. 157-163
• Šujan, Štefan: A local structure of stationary perfectly noiseless codes between stationary non-ergodic sources. III. Relative isomorphism of non-ergodic transformations. (English). Kybernetika, vol. 21 (1985), issue 2, pp. 134-147
• Volný, Dalibor: On the central limit problem for processes of zero entropy. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 26 (1985), issue 2, pp. 253-258
• Vokurka, Karel: On the group pulse processes. III. Power spectrum of the processes with independent intervals. (English). Kybernetika, vol. 20 (1984), issue 1, pp. 18-36
• Anděl, Jiří; Netuka, Ivan; Zvára, Karel: On threshold autoregressive processes. (English). Kybernetika, vol. 20 (1984), issue 2, pp. 89-106
• Otáhal, Antonín: Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions. (English). Kybernetika, vol. 20 (1984), issue 6, pp. 438-444
• Klega, Vladimír: On spectral bandwidth of a stationary random process. (English). Aplikace matematiky, vol. 28 (1983), issue 4, pp. 262-268
• Vokurka, Karel: On the group pulse processes. II. Power spectrum of the processes with independent points. (English). Kybernetika, vol. 19 (1983), issue 6, pp. 505-515
• Cipra, Tomáš: Improvement of prediction for a larger number of steps in discrete stationary processes. (English). Aplikace matematiky, vol. 27 (1982), issue 2, pp. 118-127