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Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
Crowder, Martin - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 297-309
Persistent link: https://www.econbiz.de/10005395544
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Frequency domain characteristics of linear operator to decompose a time series into the multi-components
Higuchi, T. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10005169212
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Separation of spin synchronized signals
Higuchi, T.; Crawford, G.; Strangeway, R.; Russell, C. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 405-428
Persistent link: https://www.econbiz.de/10005169253