Table of contents of journal:

Results: 13

Bayesian computational approaches to model selection

Authors: Andrieu, C Doucet, A Fitzgerald, WJ Perez, JM

Citation: C. Andrieu et al., Bayesian computational approaches to model selection, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 1-41

Sequential analysis of nonlinear dynamic systems using particles and mixtures

Authors: Gordon, N Marrs, A Salmond, D

Citation: N. Gordon et al., Sequential analysis of nonlinear dynamic systems using particles and mixtures, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 42-73

Stochastic, dynamic modelling and signal processing: Time variable and state dependent parameter estimation

Authors: Young, P

Citation: P. Young, Stochastic, dynamic modelling and signal processing: Time variable and state dependent parameter estimation, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 74-114

The use of generalised likelihood measures for uncertainty estimation in high-order models of environmental systems

Authors: Beven, K Freer, J Hankin, B Schulz, K

Citation: K. Beven et al., The use of generalised likelihood measures for uncertainty estimation in high-order models of environmental systems, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 115-151

Spatial statistics in environmental science

Authors: Smith, RL

Citation: Rl. Smith, Spatial statistics in environmental science, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 152-183

Useful lies: Dynamics from data

Authors: Mees, A

Citation: A. Mees, Useful lies: Dynamics from data, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 184-216

A modelling framework for the prices and times of trades made on the New York Stock Exchange

Authors: Rydberg, TH Shephard, N

Citation: Th. Rydberg et N. Shephard, A modelling framework for the prices and times of trades made on the New York Stock Exchange, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 217-246

The sample autocorrelations of financial time series models

Authors: Davis, RA Mikosch, T

Citation: Ra. Davis et T. Mikosch, The sample autocorrelations of financial time series models, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 247-274

The many roads to time-frequency

Authors: Flandrin, P

Citation: P. Flandrin, The many roads to time-frequency, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 275-291

Multiple window time-varying spectrum estimation

Authors: Bayram, M Baraniuk, R

Citation: M. Bayram et R. Baraniuk, Multiple window time-varying spectrum estimation, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 292-316

Multitaper analysis of nonstationary and nonlinear time series data

Authors: Thomson, DJ

Citation: Dj. Thomson, Multitaper analysis of nonstationary and nonlinear time series data, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 317-394

Signal and image denoising via wavelet thresholding: Orthogonal and biorthogonal, scalar and multiple wavelet transforms

Authors: Strela, V Walden, A

Citation: V. Strela et A. Walden, Signal and image denoising via wavelet thresholding: Orthogonal and biorthogonal, scalar and multiple wavelet transforms, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 395-441

Wavestrapping time series: Adaptive wavelet-based bootstrapping

Authors: Percival, DB Sardy, S Davison, AC

Citation: Db. Percival et al., Wavestrapping time series: Adaptive wavelet-based bootstrapping, NONLINEAR AND NONSTATIONARY SIGNAL PROCESSING, 2000, pp. 442-472

Risultati: 1-13 |