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62M09 Non-Markovian processes: estimation (27 articles)

• Víšek, Jan Ámos: Weak $\sqrt{n}$-consistency of the least weighted squares under heteroscedasticity. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 52 (2011), issue 1, pp. 81-92
• Gordienko, Evgueni; Garcia, Antonio; Chavez, Juan Ruiz de: Asymptotic properties and optimization of some non-Markovian stochastic processes. (English). Kybernetika, vol. 45 (2009), issue 3, pp. 475-490
• Koul, Hira L.; Surgailis, Donatas: Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (English). Applications of Mathematics, vol. 53 (2008), issue 3, pp. 235-248
• Mrkvička, Tomáš: Estimation of intersection intensity in a Poisson process of segments. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 48 (2007), issue 1, pp. 93-106
• Vaněček, Pavel: Rate of convergence for a class of RCA estimators. (English). Kybernetika, vol. 42 (2006), issue 6, pp. 699-709
• Volf, Petr: Hazard rate model and statistical analysis of a compound point process. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [773]-786
• Marek, Tomáš: On invertibility of a random coefficient moving average model. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [743]-756
• 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
• Prokešová, Michaela: Bayesian MCMC estimation of the rose of directions. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [703]-717
• Hurt, Jan; Lachout, Petr; Pfeifer, Dietmar: On an estimation problem for type I censored spatial Poisson processes. (English). Kybernetika, vol. 37 (2001), issue 1, pp. [103]-108
• Krejčíř, Pavel: A maximum likelihood estimator of an inhomogeneous Poisson point processes intensity using beta splines. (English). Kybernetika, vol. 36 (2000), issue 4, pp. [455]-464
• Volf, Petr: On cumulative process model and its statistical analysis. (English). Kybernetika, vol. 36 (2000), issue 2, pp. [165]-176
• Anděl, Jiří: An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process. (English). Applications of Mathematics, vol. 43 (1998), issue 5, pp. 389-398
• Zichová, Jitka: On a method of estimating parameters in non-negative ARMA models. (English). Kybernetika, vol. 32 (1996), issue 4, pp. 409-424
• Hurt, Jan; Kuhlisch, Wiltrud: A simple robust estimator of correlations for Gaussian stationary random sequences. (English). Kybernetika, vol. 31 (1995), issue 5, pp. 481-488
• Anděl, Jiří: Nonnegative multivariate $\operatorname{AR}(1)$ processes. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 213-226
• Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna: On least squares estimation in continuous time linear stochastic systems. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 169-180
• Deniau, Claude; Oppenheim, Georges; Viano, Marie-Claude: Estimation of a centrality parameter and random sampling time schemes. II. Applications. (English). Kybernetika, vol. 26 (1990), issue 2, pp. 155-164
• Deniau, Claude; Oppenheim, Georges; Viano, Marie-Claude: Estimation of a centrality parameter and random sampling time. I. Necessary conditions for optimality. (English). Kybernetika, vol. 26 (1990), issue 1, pp. 67-78
• Anděl, Jiří: On multiple periodic autoregression. (English). Aplikace matematiky, vol. 32 (1987), issue 1, pp. 63-80
• Cipra, Tomáš; Motyková, I.: Study on Kalman filter in time series analysis. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 28 (1987), issue 3, pp. 549-563
• Anděl, Jiří: Long memory time series models. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 105-123
• Cipra, Tomáš: Periodic moving average process. (English). Aplikace matematiky, vol. 30 (1985), issue 3, pp. 218-229
• Mandl, Petr; Hübner, Gerhard: Transient phenomena and self-optimizing control of Markov chains. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 26 (1985), issue 1, pp. 35-51
• 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
• Štulajter, František: Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process. (English). Kybernetika, vol. 14 (1978), issue 3, pp. (206)-220