Showing math.STShow all
2 papers · 1 filter
math.ST2018
On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
Kinga Sikolya, Sándor Baran
Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modell…
math.ST2008
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Sándor Baran, Gyula Pap
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one. It i…