34 citations · 64 across the 22 of their papers we have counts for
4 papers · 1 filter
Blind deconvolution of covariance matrix inverses for autoregressive processes
Nina Golyandina, Anatoly Zhigljavsky
Matrix can be blindly deconvoluted if there exist matrices and such that , where denotes the o…
Prediction in regression models with continuous observations
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
We consider the problem of predicting values of a random process or field satisfying a linear model , where errors are correlate…
Approximations for the boundary crossing probabilities of moving sums of random variables
Jack Noonan, Anatoly Zhigljavsky
In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal r.v. We approximate a discrete time problem with a continuous time pro…
First passage time for Slepian process with linear barrier
Jack Noonan, Anatoly Zhigljavsky
In this paper we extend results of L.A. Shepp by finding explicit formulas for the first passage probability $F_{a,b}(T\, |\, x)={\rm Pr}(S(t)<a+bt \text{ for all } t\in[0,T]\,\, |…