38 citations · 61 across the 10 of their papers we have counts for
10 papers
Characterization of continuous stationary fields as generalized Ornstein-Uhlenbeck fields via multi-parameter Langevin equation and multiple Riemann-Stieltjes integration
Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari
In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fiel…
New M-estimator of the leading principal component
Joni Virta, Una Radojicic, Marko Voutilainen
We study the minimization of the non-convex and non-differentiable objective function in . In particula…
One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields
Marko Voutilainen
In this article, we consider three important classes of -variate fields indexed by the set of dimensional integers, namely stationary, stationary increment and self-similar…
On Lamperti transformation and characterisations of discrete random fields
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen
In this article we characterise discrete time stationary fields by difference equations involving stationary increment fields and self-similar fields. This gives connections betwee…
Modeling and estimation of multivariate discrete and continuous time stationary processes
Marko Voutilainen
In this paper, we give a AR type of characterization covering all multivariate strictly stationary processes indexed by the set of integers. Consequently, we derive continuous…
Vector-valued Generalised Ornstein-Uhlenbeck Processes
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen +2
Generalisations of the Ornstein-Uhlenbeck process defined through Langevin equation such as fractional Ornstein-Uhlenbeck processes, have recently receiv…