Stochastic Processes with Jumps and Non-vanishing Higher-Order Kramers–Moyal Coefficients

Understanding Complex Systems - Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems ◽

10.1007/978-3-030-18472-8_11 ◽

2019 ◽

pp. 99-110

Author(s):

M. Reza Rahimi Tabar

Keyword(s):

Stochastic Processes ◽

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Ergodicity Coefficients for Higher-Order Stochastic Processes

SIAM Journal on Mathematics of Data Science ◽

10.1137/19m1285214 ◽

2020 ◽

Vol 2 (3) ◽

pp. 740-769

Author(s):

Dario Fasino ◽

Francesco Tudisco

Keyword(s):

Stochastic Processes ◽

Higher Order ◽

Ergodicity Coefficients

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Non-linear filtering for Markov stochastic processes, using higher-order statistics (HOS) approach

Nonlinear Analysis ◽

10.1016/s0362-546x(97)00257-5 ◽

1997 ◽

Vol 30 (5) ◽

pp. 3165-3170 ◽

Author(s):

V.Y.A. Kontorovitch

Keyword(s):

Stochastic Processes ◽

Order Statistics ◽

Higher Order ◽

Higher Order Statistics ◽

Linear Filtering ◽

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Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations

Journal of Theoretical Probability ◽

10.1007/bf02214661 ◽

1996 ◽

Vol 9 (2) ◽

pp. 511-532 ◽

Author(s):

Kenneth J. Hochberg ◽

Enzo Orsingher

Keyword(s):

Stochastic Processes ◽

Hyperbolic Equations ◽

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Efficiency of the Nonlinear Schur-Type Estimation Algorithms for Higher-Order Stochastic Processes

2018 International Conference on Signals and Electronic Systems (ICSES) ◽

10.1109/icses.2018.8507285 ◽

2018 ◽

Author(s):

Agnieszka Wielgus ◽

Wladyslaw Magiera ◽

Piotr Smagowski

Keyword(s):

Stochastic Processes ◽

Higher Order ◽

Estimation Algorithms

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Symmetry Properties of Higher-Order Spectral Densities for Multidimensional Stationary and Periodically Nonstationary Stochastic Processes

Theory of Probability and Its Applications ◽

10.1137/1138072 ◽

1994 ◽

Vol 38 (4) ◽

pp. 722-726 ◽

Author(s):

V. G. Alekseev

Keyword(s):

Stochastic Processes ◽

Higher Order ◽

Spectral Densities ◽

Symmetry Properties ◽

Nonstationary Stochastic Processes

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Higher Order Asymptotic Theory for Stochastic Processes

Asymptotic Theory of Statistical Inference for Time Series - Springer Series in Statistics ◽

10.1007/978-1-4612-1162-4_4 ◽

2000 ◽

pp. 167-306

Author(s):

Masanobu Taniguchi ◽

Yoshihide Kakizawa

Keyword(s):

Stochastic Processes ◽

Asymptotic Theory ◽

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Theory of second- and higher-order stochastic processes

Physical Review E ◽

10.1103/physreve.51.5298 ◽

1995 ◽

Vol 51 (6) ◽

pp. 5298-5314 ◽

Author(s):

Alon Drory

Keyword(s):

Stochastic Processes ◽

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Efficiency of the Multidimensional Schur-Type Estimation Algorithms for Higher-Order Stochastic Processes

2018 IEEE 23rd International Conference on Digital Signal Processing (DSP) ◽

10.1109/icdsp.2018.8631591 ◽

2018 ◽

Author(s):

Agnieszka Wielgus ◽

Wladyslaw Magiera ◽

Piotr Smagowski

Keyword(s):

Stochastic Processes ◽

Higher Order ◽

Estimation Algorithms

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Supersymmetry in stochastic processes with higher-order time derivatives

Physics Letters A ◽

10.1016/s0375-9601(97)00660-9 ◽

1997 ◽

Vol 235 (2) ◽

pp. 105-112 ◽

Author(s):

Hagen Kleinert ◽

Sergei V. Shabanov

Keyword(s):

Stochastic Processes ◽

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Fast Algorithms for the Schur- Type Nonlinear Parametrization of Higher-Order Stochastic Processes

2018 26th European Signal Processing Conference (EUSIPCO) ◽

10.23919/eusipco.2018.8553017 ◽

2018 ◽

Author(s):

Agnieszka Wielgus ◽

Jan Zarzycki

Keyword(s):

Stochastic Processes ◽

Fast Algorithms ◽

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