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Projection filters

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169:. Later on, Armstrong, Brigo and Rossi Ferrucci (2021) derive optimal projection filters that satisfy specific optimality criteria in approximating the infinite dimensional optimal filter. Indeed, the Stratonovich-based projection filters optimized the approximations of the SPDE separate coefficients on the chosen manifold but not the SPDE solution as a whole. This has been dealt with by introducing the optimal projection filters. The innovation here is to work directly with Ito calculus, instead of resorting to the Stratonovich calculus version of the filter equation. This is based on research on the geometry of Ito Stochastic differential equations on manifolds based on the 14602: 74:. Projection filters are ideal for in-line estimation, as they are quick to implement and run efficiently in time, providing a finite dimensional SDE for the parameter that can be implemented efficiently. Projection filters are also flexible, as they allow fine tuning the precision of the approximation by choosing richer approximating families, and some exponential families make the correction step in the projection filtering algorithm exact. Some formulations coincide with heuristic based assumed density filters or with 7306: 14588: 4586: 5674: 14626: 14614: 7044: 10559:, studying a quantum model of optical phase bistability of a strongly coupled two-level atom in an optical cavity. Further applications to quantum systems are considered in Gao, Zhang and Petersen (2019). Ma, Zhao, Chen and Chang (2015) refer to projection filters in the context of hazard position estimation, while Vellekoop and Clark (2006) generalize the projection filter theory to deal with 4349: 5119: 7301:{\displaystyle {\frac {1}{4}}g_{ij}(\theta )=\left\langle {\frac {\partial {\sqrt {p}}}{\partial \theta _{i}}}\,,{\frac {\partial {\sqrt {p}}}{\partial \theta _{j}}}\right\rangle ={\frac {1}{4}}\int {\frac {1}{p(x,\theta )}}\,{\frac {\partial p(x,\theta )}{\partial \theta _{i}}}\,{\frac {\partial p(x,\theta )}{\partial \theta _{j}}}\,dx.} 3391: 7033: 1654: 58:, on which the infinite-dimensional filter density can be approximated. The basic idea of the projection filter is to use a geometric structure in the chosen spaces of densities to project the infinite dimensional SPDE of the optimal filter onto the chosen finite dimensional family, obtaining a finite dimensional 4581:{\displaystyle \gamma _{ij}(\theta )=\left\langle {\frac {\partial {p(\cdot ,\theta )}}{\partial \theta _{i}}}\,,{\frac {\partial {p(\cdot ,\theta )}}{\partial \theta _{j}}}\right\rangle =\int {\frac {\partial p(x,\theta )}{\partial \theta _{i}}}\,{\frac {\partial p(x,\theta )}{\partial \theta _{j}}}\,dx} 134:, that were used to project the optimal filter infinite-dimensional SPDE on a chosen exponential family. The exponential family can be chosen so as to make the prediction step of the filtering algorithm exact. A different type of projection filters, based on an alternative projection metric, the direct 4279: 38:
for nonlinear state-space systems. The filtering problem consists of estimating the unobserved signal of a random dynamical system from partial noisy observations of the signal. The objective is computing the probability distribution of the signal conditional on the history of the noise-perturbed
6897: 5669:{\displaystyle \sum _{i=1}^{n}{\frac {\partial p(\cdot ,\theta _{t})}{\theta _{i}}}\circ d\theta _{i}=\sum _{i=1}^{n}\left\;{\frac {\partial {p(\cdot ,\theta )}}{\partial \theta _{i}}}dt+\sum _{i=1}^{n}\left\;{\frac {\partial {p(\cdot ,\theta )}}{\partial \theta _{i}}}\circ dY_{t},} 4832: 10554:
by Lermusiaux 2006. Kutschireiter, Rast, and Drugowitsch (2022) refer to the projection filter in the context of continuous time circular filtering. For quantum systems applications, see for example van Handel and Mabuchi (2005), who applied the quantum projection filter to
78:. Projection filters can also approximate the full infinite-dimensional filter in an optimal way, beyond the optimal approximation of the SPDE coefficients alone, according to precise criteria such as mean square minimization. Projection filters have been studied by the 6582: 3207: 3085: 70:. The projection filter was tested against the optimal filter for the cubic sensor problem. The projection filter could track effectively bimodal densities of the optimal filter that would have been difficult to approximate with standard algorithms like the 10263: 3992: 2050: 9331: 6907: 5108: 1386: 4161: 189:
This is a derivation of both the initial filter in Hellinger/Fisher metric sketched by Hanzon and fully developed by Brigo, Hanzon and LeGland, and the later projection filter in direct L2 metric by Armstrong and Brigo (2016).
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Bernard Hanzon (1987). A differential-geometric approach to approximate nonlinear filtering. In: C.T.J. Dodson, Editor, Geometrization of Statistical Theory, pages 219–223. ULMD Publications, University of
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John Armstrong and Damiano Brigo (2018). Intrinsic stochastic differential equations as jets. Proceedings of the Royal Society A - Mathematical physical and engineering sciences, 474(2210), 28 pages. doi:
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M. Hazewinkel, S.I. Marcus, H.J. Sussmann (1983). Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem. Systems & Control Letters 3(6), Pages 331-340,
2634: 6113: 3386:{\displaystyle S_{\Theta }=\{p(\cdot ,\theta ),\ \theta \in \Theta \subset \mathbb {R} ^{n}\}\ (or\ S_{\Theta }^{1/2}=\{{\sqrt {p(\cdot ,\theta )}},\ \theta \in \Theta \subset \mathbb {R} ^{n}\}).} 10550:, mapping and localization, while again on navigation Azimi-Sadjadi and Krishnaprasad (2005) use projection filters algorithms. The projection filter has been also considered for applications in 2945: 2169: 10483: 9138: 4341: 567: 3558: 62:(SDE) for the parameter of the density in the finite dimensional family that approximates the full filter evolution. To do this, the chosen finite dimensional family is equipped with a 10154: 3769: 483: 233: 4037: 8239: 39:
observations. This distribution allows for calculations of all statistics of the signal given the history of observations. If this distribution has a density, the density satisfies
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The term "projection filter" was first coined in 1987 by Bernard Hanzon, and the related theory and numerical examples were fully developed, expanded and made rigorous during the
10571:. Zhang, Wang, Wu and Xu (2014) apply the Gaussian projection filter as part of their estimation technique to deal with measurements of fiber diameters in melt-blown nonwovens. 9231: 9049:
separately, although this does not imply it provides the best approximation for the filter SPDE solution as a whole. Indeed, the Stratonovich projection, acting on the two terms
40: 7028:{\displaystyle \left\{{\frac {\partial {\sqrt {p(\cdot ,\theta )}}}{\partial \theta _{1}}},\cdots ,{\frac {\partial {\sqrt {p(\cdot ,\theta )}}}{\partial \theta _{n}}}\right\},} 3470: 3114: 1378: 10029: 9962: 8527: 4072: 2520: 3512: 2087: 619: 410: 3199: 2883: 10360: 10301: 9799: 9617: 9558: 9174: 4903: 1649:{\displaystyle {\cal {L}}_{t}^{*}p=-\sum _{i=1}^{m}{\frac {\partial }{\partial x_{i}}}+{\frac {1}{2}}\sum _{i,j=1}^{m}{\frac {\partial ^{2}}{\partial x_{i}\partial x_{j}}}} 4895: 4865: 10536: 10149: 10073: 9989: 9922: 9390: 8484: 7836: 6102: 4099: 3761: 443:. Validity of all regularity conditions necessary for the results to hold will be assumed, with details given in the references. The associated noisy observation process 381: 10908:
Kutschireiter, Anna; Rast, Luke; Drugowitsch, Jan (2022). "Projection filtering with observed state increments with applications in continuous-time circular filtering".
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for an unnormalized version of the density p. This would result in the same Hellinger projection filter but in a different direct metric projection filter.
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Armstrong, John; Brigo, Damiano; Rossi Ferrucci, Emilio (2019). "Optimal approximation of {SDE}s on submanifolds: the Ito-vector and Ito-jet projections".
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Vellekoop, M. H.; Clark, J. M. C. (2006). "A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods".
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is the Fisher information metric. One follows steps completely analogous to the direct metric case and the filter equation in Hellinger/Fisher metric is
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Brigo, Damiano; Hanzon, Bernard; LeGland, Francois (1999). "Approximate nonlinear filtering by projection on exponential manifolds of densities".
6892:{\displaystyle +\sum _{k=1}^{d}\;\left\;p(x,\theta _{t})\;{\frac {\partial p(x,\theta _{t})}{\partial \theta _{j}}}\;dx\right]\circ dY_{t}^{k}\ .} 10984:
Harel, Yuval; Meir, Ron; Opper, Manfred (2015). "A tractable approximation to optimal point process filtering: Application to neural encoding".
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Finally, if in the exponential family case one includes among the sufficient statistics of the exponential family the observation function in
14228: 11592: 11572: 5682: 2244: 775: 14378: 11976: 10671:, Damiano; Hanzon, Bernard; LeGland, Francois (1998). "A differential geometric approach to nonlinear filtering: the projection filter". 8644:, then one can see that the correction step in the filtering algorithm becomes exact. In other terms, the projection of the vector field 14672: 14002: 12643: 5679:
where it has been crucial that Stratonovich calculus obeys the chain rule. From the above equation, the final projection filter SDE is
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Jones, Eagle S; Soatto, Massimo (2011). "Visual-inertial navigation, mapping and localization: A scalable real-time causal approach".
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Armstrong, John; Brigo, Damiano (2016). "Nonlinear filtering via stochastic PDE projection on mixture manifolds in L2 direct metric".
11893: 4827:{\displaystyle \Pi _{p(\cdot ,\theta )}^{\gamma }=\sum _{i=1}^{n}\left\;{\frac {\partial {p(\cdot ,\theta )}}{\partial \theta _{i}}}} 245: 13776: 11577: 10580: 8738: 3696:. For this version of the projection filter one is satisfied with dealing with the two vector fields separately. One may project 35: 10831:
Brigo, D. (1996). Filtering by projection on the manifold of exponential densities. PhD dissertation, Free University of Amsterdam
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By substituting the definition of the operators F and G we obtain the fully explicit projection filter equation in direct metric:
1014: 14215: 11903: 11587: 8724:, one can see that the correction step at each new observation is exact, as the related Bayes formula entails no approximation. 8245: 11945: 11842: 6577:{\displaystyle d\theta _{i}(t)=\left\;p(x,\theta _{t})\;{\frac {\partial p(x,\theta _{t})}{\partial \theta _{j}}}\;dx\right]dt} 2528: 3563:
The fact that the filter SPDE is in Stratonovich form allows for the following. As Stratonovich SPDEs satisfy the chain rule,
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Armstrong, J., Brigo, D., and Hanzon, B. (2023). Optimal projection filters with information geometry. Info. Geo. (2023).
13242: 12390: 12300: 12037: 10623: 3080:{\displaystyle d_{H}({\sqrt {p_{1}}},{\sqrt {p_{2}}})=\Vert {\sqrt {p_{1}}}-{\sqrt {p_{2}}}\Vert ,\ \ \ p_{1,2}\in L^{1}} 11018:
Zhang, Xian Miao; Wu Wang, Rong; Xu, Bugau (2014). "Automated measurements of fiber diameters in melt-blown nonwovens".
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Azimi-Sadjadi, Babak; Krishnaprasad, P.S. (2005). "Approximate nonlinear filtering and its application in navigation".
10104:. The metric projection is, by definition, according to the chosen metric, the best one can ever do for approximating 10946:
Gao, Qing; Gao, Guofeng; Petersen, Ian R (2019). "An exponential quantum projection filter for open quantum systems".
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If one uses the Hellinger distance instead, square roots of densities are needed. The tangent space basis is then
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Jones and Soatto (2011) mention projection filters as possible algorithms for on-line estimation in visual-inertial
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Now rather than considering the exact filter SPDE in Stratonovich calculus form, one keeps it in Ito calculus form
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van Handel, Ramon; Mabuchi, Hideo (2005). "Quantum projection filter for a highly nonlinear model in cavity QED".
10258:{\displaystyle \theta _{0+\delta t}\approx {\mbox{argmin}}_{\theta }\ \|\pi (p_{0+\delta t})-p(\cdot ,\theta )\|.} 3987:{\displaystyle dp(\cdot ,\theta _{t})=\Pi _{p(\cdot ,\theta _{t})}\,dt+\Pi _{p(\cdot ,\theta _{t})}\circ dY_{t}\ } 491: 14261: 13922: 13667: 13038: 12628: 12052: 12017: 11986: 11981: 11417: 11334: 79: 3517: 14312: 13524: 13331: 13220: 13178: 11991: 11620: 11615: 11422: 11319: 2045:{\displaystyle dp_{t}={\cal {L}}_{t}^{\ast }\,p_{t}\,dt-{\frac {1}{2}}\,p_{t}\,\,dt+p_{t}\,^{T}\circ dY_{t}\ .} 446: 196: 126:, in collaboration with Bernard Hanzon and Francois LeGland. These works dealt with the projection filters in 13252: 10889:
Lermusiaux, Pierre F. J (2006). "Uncertainty estimation and prediction for interdisciplinary ocean dynamics".
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metric, was introduced in Armstrong and Brigo (2016). With this metric, the projection filters on families of
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These are Stratonovich SPDEs whose solutions evolve in infinite dimensional function spaces. For example
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convergence. Indeed, the Ito jet projection attains the following optimality criterion. It zeroes the
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A further benefit of the Ito vector projection is that it minimizes the order 1 Taylor expansion in
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The Ito-vector projection is obtained as follows. Let us choose a norm for the space of densities,
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of square roots of an exponential family of densities is equivalent to the assumed density filters.
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denotes transposition. To derive the first version of the projection filters, one needs to put the
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convergence, the Ito-jet projection is introduced. It is based on the notion of metric projection.
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Broecker, Jochen; Parlitz, Ulrich (2000). "Noise reduction and filtering of chaotic time series".
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Both the Ito vector and the Ito jet projection result in final SDEs, driven by the observations
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The detailed calculations are lengthy and laborious, but the resulting approximation achieves
9804: 9648: 9622: 9563: 9395: 9179: 3399: 2205: 14522: 14464: 14407: 14233: 14126: 14035: 13761: 13645: 13504: 13496: 13386: 13378: 13193: 13089: 13067: 13026: 12991: 12958: 12904: 12879: 12834: 12773: 12733: 12535: 12358: 12207: 12189: 12169: 12164: 11883: 11715: 11695: 11542: 11485: 11324: 11234: 10585: 10560: 10078: 9674: 8542: 3763:(direct metric) or of their square roots (Hellinger metric). The direct metric case yields 3649: 173:, the so-called 2-jet interpretation of Ito stochastic differential equations on manifolds. 14445: 14020: 13969: 13945: 13907: 13825: 13804: 13756: 13635: 13613: 13582: 13491: 13368: 13319: 13237: 13210: 13166: 13122: 12884: 12660: 12540: 12282: 12237: 12227: 11913: 11888: 11857: 11837: 11675: 11597: 11582: 11449: 10365: 9421: 4287: 4131: 4104: 3146: 3119: 2915: 2888: 2695: 2668: 2641: 1718: 1245: 984: 705: 678: 651: 624: 415: 162: 137: 67: 51: 31: 9009:
were projected separately. By definition, the projection is the optimal approximation for
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One can choose a finite dimensional family of probability densities, for example
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The projection filter in Hellinger/Fisher metric when implemented on a manifold
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finding the drift term in the approximating Ito equation that minimizes the
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itself. Writing the filtering algorithm in a setting with continuous state
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and have also been successfully applied to a variety of fields including
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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The projection filter in direct metric, when implemented on a manifold
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Optimal projection filters based on Ito vector and Ito jet projections
675:. As hinted above, the full filter is the conditional distribution of 13544: 13396: 13016: 12811: 12723: 12708: 12703: 12668: 11766: 9365:
One chooses the diffusion term in the approximating Ito equation for
2398:{\displaystyle F(p)={\cal {L}}_{t}^{\ast }\,p\,-{\frac {1}{2}}\,p\,,} 883:{\displaystyle p_{t}(x)dx=Prob\{X_{t}\in dx|\sigma (Y_{s},s\leq t)\}} 181:
Here the derivation of the different projection filters is sketched.
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that best approximates the exact filter evolution for small times.
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order term of the Taylor expansion of the mean square distance in
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of mixture families, leads to equivalence with a Galerkin method.
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behave as vector fields. Thus, the equation is characterized by a
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is the sigma-field generated by the history of noisy observations
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In the Stratonovich projection filters above, the vector fields
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One should note that it is also possible to project the simpler
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Through the chain rule, it's immediate to derive the SPDE for
769:. If this distribution has a density described informally as 342:{\displaystyle dX_{t}=f(X_{t},t)\,dt+\sigma (X_{t},t)\,dW_{t}} 12316: 8959:{\displaystyle dp_{t}={\cal {L}}_{t}^{*}p_{t}\ dt+p_{t}^{T}.} 119: 99: 10907: 10784: 4128:, it is assumed to act component-wise by projecting each of 1232:{\displaystyle dp_{t}={\cal {L}}_{t}^{*}p_{t}\ dt+p_{t}^{T}} 12407: 10723:
Des resultats de non existence de filtre de dimension finie
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order term is minimized, not zeroed, and one never attains
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Autoregressive conditional heteroskedasticity (ARCH) model
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separately, does not guarantee optimality of the solution
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term of the Taylor expansion for the mean square error
2629:{\displaystyle d{\sqrt {p}}={\frac {1}{2{\sqrt {p}}}}\ .} 2089:. To shorten notation one may rewrite this last SPDE as 11101:
Independent and identically distributed random variables
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Chaleyat-Maurel, Mireille and Dominique Michel (1984),
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Autoregressive integrated moving average (ARIMA) model
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Journal of Optics B: Quantum and Semiclassical Optics
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Autoregressive conditional heteroskedasticity (ARCH)
4155:'s components. As a basis of this tangent space is 10624:"Swedish Defense Research Agency Scientific Report" 981:, under suitable technical conditions the density 13691: 10725:. Stochastics, volume 13, issue 1+2, pages 83–102. 10702: 10667: 10530: 10503: 10477: 10426: 10381: 10354: 10318: 10295: 10257: 10143: 10116: 10096: 10067: 10043: 10023: 9983: 9956: 9916: 9889: 9852: 9816: 9793: 9754: 9660: 9634: 9611: 9575: 9552: 9512: 9407: 9384: 9354: 9325: 9217: 9191: 9168: 9132: 9081: 9061: 9041: 9021: 9001: 8981: 8958: 8716: 8696: 8676: 8656: 8636: 8590: 8561: 8521: 8478: 8449: 8233: 7830: 7800: 7323: 7300: 7027: 6891: 6576: 6096: 6067: 5668: 5102: 4889: 4859: 4826: 4580: 4335: 4303: 4273: 4147: 4120: 4093: 4066: 4031: 3986: 3755: 3728: 3708: 3688: 3668: 3638: 3618: 3595: 3575: 3552: 3506: 3464: 3424: 3385: 3193: 3162: 3135: 3108: 3079: 2931: 2904: 2877: 2843: 2711: 2684: 2657: 2628: 2514: 2397: 2230: 2194: 2163: 2081: 2044: 1734: 1707: 1687: 1648: 1372: 1336: 1261: 1231: 1000: 973: 953: 933: 882: 761: 741: 721: 694: 667: 640: 613: 584: 561: 477: 431: 404: 375: 341: 227: 153: 41:specific stochastic partial differential equations 10986:Advances in Neural Information Processing Systems 10926: 14644: 11460:Stochastic chains with memory of variable length 10698: 10696: 10694: 10692: 10690: 10688: 10686: 193:It is assumed that the unobserved random signal 176: 13777:Multivariate adaptive regression splines (MARS) 11002: 10618: 10616: 2164:{\displaystyle dp=F(p)\,dt+G^{T}(p)\circ dY\ ,} 11017: 10983: 10964: 10945: 10853:The International Journal of Robotics Research 10787:Proceedings of the London Mathematical Society 10758: 10478:{\displaystyle p(\cdot ,\theta _{0+\delta t})} 9133:{\displaystyle p(\cdot ,\theta _{0+\delta t})} 4101:, and where, when applied to a vector such as 12332: 11049: 10683: 4336:{\displaystyle \langle \cdot ,\cdot \rangle } 4039:is the tangent space projection at the point 10827: 10825: 10736:https://doi.org/10.1016/0167-6911(83)90074-9 10613: 10249: 10197: 9746: 9678: 9498: 9438: 9349: 9343: 9317: 9274: 9212: 9206: 8156: 8133: 6435: 6413: 6398: 6376: 4330: 4318: 3396:The projection filter idea is approximating 3374: 3319: 3275: 3224: 3103: 3097: 3033: 2999: 2797: 2771: 2496: 2475: 2386: 2377: 2355: 2352: 2330: 2308: 2007: 1986: 1918: 1909: 1887: 1884: 1855: 1833: 877: 819: 562:{\displaystyle dY_{t}=b(X_{t},t)\,dt+dV_{t}} 10850: 10814: 10812: 10780: 10778: 10776: 10774: 10761:Mathematics of Control, Signals and Systems 10754: 10752: 10750: 10748: 10746: 10744: 10663: 10661: 10659: 10657: 10655: 10653: 12377: 12339: 12325: 11588:Autoregressive–moving-average (ARMA) model 11056: 11042: 10888: 10882: 10805:https://doi.org/10.1007/s41884-023-00108-x 9225:to be applied to the solution, for which 8408: 8358: 8329: 8273: 8060: 8010: 7928: 7759: 7709: 7631: 7575: 7533: 7483: 7412: 6850: 6800: 6774: 6673: 6617: 6556: 6506: 6480: 6357: 6248: 6197: 6037: 5987: 5942: 5886: 5795: 5757: 5602: 5497: 5374: 5276: 4779: 4712: 3553:{\displaystyle {\sqrt {p(x,\theta _{t})}}} 113: 16:Geometric algorithms for signal processing 12990: 10822: 7954: 7288: 7245: 7202: 7119: 6221: 5547: 5319: 4724: 4571: 4528: 4427: 3876: 3736:on the tangent space of the densities in 3364: 3265: 2579: 2440: 2304: 2300: 2286: 2282: 2117: 1944: 1924: 1829: 1818: 1798: 1787: 1008:satisfies the Kushner—Stratonovich SPDE: 601: 536: 478:{\displaystyle Y_{t}\in \mathbb {R} ^{d}} 465: 392: 366: 325: 290: 228:{\displaystyle X_{t}\in \mathbb {R} ^{m}} 215: 11063: 10809: 10771: 10741: 10650: 4032:{\displaystyle \Pi _{p(\cdot ,\theta )}} 1742:SPDE in Stratonovich form. One obtains 10996: 10797: 8234:{\displaystyle d\theta _{i}(t)=\leftdt} 14645: 14303:Kaplan–Meier estimator (product limit) 11894:Doob's martingale convergence theorems 10920: 10910:IEEE Transactions on Signal Processing 10844: 10673:IEEE Transactions on Automatic Control 9560:term of the same difference. Here the 7811:again with initial condition a chosen 1337:{\displaystyle E_{p}=\int h(x)p(x)dx,} 934:{\displaystyle \sigma (Y_{s},s\leq t)} 14376: 13943: 13690: 12989: 12759: 12376: 12320: 11646:Constant elasticity of variance (CEV) 11636:Chan–Karolyi–Longstaff–Sanders (CKLS) 11037: 10977: 10958: 10863: 4897:. The projected equation thus reads 185:Stratonovich-based projection filters 14613: 14313:Accelerated failure time (AFT) model 10901: 10427:{\displaystyle \pi (p_{0+\delta t})} 9890:{\displaystyle {\sqrt {p}}\in L^{2}} 9392:by minimizing (but not zeroing) the 1688:{\displaystyle a=\sigma \sigma ^{T}} 648:is a Brownian motion independent of 14625: 13908:Analysis of variance (ANOVA, anova) 12760: 10939: 9827:The metric projection of a density 3472:) via a finite dimensional density 1344:and the forward diffusion operator 13: 14003:Cochran–Mantel–Haenszel statistics 12629:Pearson product-moment correlation 12133:Skorokhod's representation theorem 11914:Law of large numbers (weak/strong) 11011: 10136: 10003: 9976: 9936: 9909: 8761: 8501: 8471: 8392: 8362: 8198: 8168: 8044: 8014: 7938: 7743: 7713: 7517: 7487: 7272: 7249: 7229: 7206: 7138: 7126: 7103: 7091: 7001: 6974: 6946: 6919: 6834: 6804: 6540: 6510: 6282: 6252: 6205: 6021: 5991: 5829: 5799: 5631: 5606: 5576: 5551: 5403: 5378: 5348: 5323: 5147: 5013: 4939: 4808: 4783: 4753: 4728: 4602: 4555: 4532: 4512: 4489: 4459: 4434: 4411: 4386: 4247: 4224: 4196: 4173: 4086: 4005: 3887: 3805: 3748: 3465:{\displaystyle {\sqrt {p_{t}(x)}}} 3356: 3298: 3257: 3216: 3109:{\displaystyle \Vert \cdot \Vert } 2266: 1771: 1577: 1564: 1554: 1445: 1441: 1393: 1373:{\displaystyle {\cal {L}}_{t}^{*}} 1354: 1037: 14: 14684: 14673:Stochastic differential equations 12103:Martingale representation theorem 10024:{\displaystyle S_{\Theta }^{1/2}} 9957:{\displaystyle S_{\Theta }^{1/2}} 9140:as an approximation of the exact 8522:{\displaystyle S_{\Theta }^{1/2}} 7841:Substituting F and G one obtains 4284:by denoting the inner product of 4067:{\displaystyle p(\cdot ,\theta )} 2515:{\displaystyle G^{T}(p)=p\,^{T}.} 102:diameters, estimation of chaotic 14624: 14612: 14600: 14587: 14586: 14377: 12148:Stochastic differential equation 12038:Doob's optional stopping theorem 12033:Doob–Meyer decomposition theorem 10891:Journal of Computational Physics 10326:order term and it minimizes the 6077:with initial condition a chosen 3507:{\displaystyle p(x,\theta _{t})} 2082:{\displaystyle d{\sqrt {p_{t}}}} 614:{\displaystyle \mathbb {R} ^{d}} 405:{\displaystyle \mathbb {R} ^{m}} 237:stochastic differential equation 60:stochastic differential equation 14262:Least-squares spectral analysis 12018:Convergence of random variables 11904:Fisher–Tippett–Gnedenko theorem 10834: 10541: 8704:and discrete time observations 3194:{\displaystyle {\sqrt {p_{t}}}} 2878:{\displaystyle {\sqrt {p_{t}}}} 165:coincide with filters based on 80:Swedish Defense Research Agency 13243:Mean-unbiased minimum-variance 12346: 11616:Binomial options pricing model 11020:Journal of Industrial Textiles 10728: 10715: 10472: 10444: 10421: 10399: 10355:{\displaystyle (\delta t)^{2}} 10343: 10333: 10296:{\displaystyle (\delta t)^{2}} 10284: 10274: 10246: 10234: 10225: 10203: 10091: 10085: 9794:{\displaystyle (\delta t)^{2}} 9782: 9772: 9743: 9740: 9712: 9684: 9612:{\displaystyle (\delta t)^{2}} 9600: 9590: 9553:{\displaystyle (\delta t)^{2}} 9541: 9531: 9507: 9494: 9466: 9435: 9314: 9302: 9169:{\displaystyle p_{0+\delta t}} 9127: 9099: 8950: 8941: 8938: 8926: 8920: 8884: 8875: 8871: 8868: 8856: 8850: 8827: 8815: 8809: 8624: 8619: 8613: 8606: 8585: 8579: 8387: 8368: 8355: 8343: 8326: 8313: 8193: 8174: 8152: 8146: 8117: 8104: 8039: 8020: 8004: 7985: 7977: 7958: 7925: 7912: 7867: 7861: 7738: 7719: 7703: 7684: 7676: 7673: 7654: 7648: 7628: 7615: 7512: 7493: 7477: 7458: 7450: 7447: 7428: 7422: 7409: 7396: 7267: 7255: 7224: 7212: 7196: 7184: 7077: 7071: 6994: 6982: 6939: 6927: 6829: 6810: 6797: 6778: 6760: 6741: 6735: 6723: 6704: 6692: 6670: 6657: 6535: 6516: 6503: 6484: 6466: 6447: 6431: 6419: 6394: 6382: 6354: 6341: 6277: 6258: 6244: 6225: 6194: 6181: 6136: 6130: 6016: 5997: 5984: 5981: 5962: 5956: 5939: 5926: 5824: 5805: 5792: 5789: 5770: 5764: 5754: 5741: 5625: 5613: 5570: 5558: 5541: 5538: 5519: 5513: 5494: 5488: 5397: 5385: 5342: 5330: 5313: 5310: 5291: 5285: 5273: 5267: 5172: 5153: 5081: 5078: 5075: 5056: 5050: 5037: 5032: 5020: 5000: 4997: 4994: 4975: 4969: 4963: 4958: 4946: 4932: 4913: 4802: 4790: 4747: 4735: 4709: 4703: 4637: 4631: 4621: 4609: 4550: 4538: 4507: 4495: 4453: 4441: 4405: 4393: 4372: 4366: 4242: 4230: 4191: 4179: 4061: 4049: 4024: 4012: 3962: 3959: 3956: 3937: 3931: 3918: 3913: 3894: 3873: 3870: 3867: 3848: 3842: 3836: 3831: 3812: 3798: 3779: 3545: 3526: 3501: 3482: 3457: 3451: 3419: 3413: 3377: 3339: 3327: 3281: 3242: 3230: 2993: 2959: 2765: 2739: 2617: 2605: 2599: 2576: 2570: 2564: 2500: 2493: 2481: 2459: 2447: 2441: 2431: 2425: 2389: 2373: 2361: 2326: 2314: 2305: 2257: 2251: 2225: 2219: 2189: 2183: 2143: 2137: 2114: 2108: 2011: 2004: 1992: 1963: 1951: 1945: 1921: 1905: 1893: 1851: 1839: 1830: 1643: 1640: 1634: 1621: 1609: 1593: 1508: 1505: 1499: 1486: 1474: 1461: 1322: 1316: 1310: 1304: 1292: 1286: 1226: 1217: 1214: 1202: 1196: 1160: 1151: 1147: 1144: 1132: 1126: 1103: 1091: 1085: 928: 903: 874: 849: 842: 795: 789: 533: 514: 322: 303: 287: 268: 1: 14556:Geographic information system 13772:Simultaneous equations models 12083:Kolmogorov continuity theorem 11919:Law of the iterated logarithm 10606: 10601:Recursive Bayesian estimation 3116:is the norm of Hilbert space 177:Projection filters derivation 13739:Coefficient of determination 13350:Uniformly most powerful test 12088:Kolmogorov extension theorem 11767:Generalized queueing network 11275:Interacting particle systems 4890:{\displaystyle \gamma _{ij}} 4860:{\displaystyle \gamma ^{ij}} 2525:The square root version is 7: 14308:Proportional hazards models 14252:Spectral density estimation 14234:Vector autoregression (VAR) 13668:Maximum posterior estimator 12900:Randomized controlled trial 11220:Continuous-time random walk 10574: 10531:{\displaystyle \theta _{t}} 10144:{\displaystyle S_{\Theta }} 10068:{\displaystyle {\sqrt {p}}} 9984:{\displaystyle S_{\Theta }} 9917:{\displaystyle S_{\Theta }} 9385:{\displaystyle \theta _{t}} 8479:{\displaystyle S_{\Theta }} 7831:{\displaystyle \theta _{0}} 7038:and one defines the metric 6097:{\displaystyle \theta _{0}} 4591:and the projection is thus 4094:{\displaystyle S_{\Theta }} 3756:{\displaystyle S_{\Theta }} 376:{\displaystyle \sigma \,dW} 10: 14689: 14068:Multivariate distributions 12488:Average absolute deviation 12228:Extreme value theory (EVT) 12028:Doob decomposition theorem 11320:Ornstein–Uhlenbeck process 11091:Chinese restaurant process 9964:) is the closest point on 9853:{\displaystyle p\in L^{2}} 9355:{\displaystyle \|\cdot \|} 9218:{\displaystyle \|\cdot \|} 9199:. One may look for a norm 8637:{\displaystyle |b(x)|^{2}} 14582: 14536: 14473: 14426: 14389: 14385: 14372: 14344: 14326: 14293: 14284: 14242: 14189: 14150: 14099: 14090: 14056:Structural equation model 14011: 13968: 13964: 13939: 13898: 13864: 13818: 13785: 13747: 13714: 13710: 13686: 13626: 13535: 13454: 13418: 13409: 13392:Score/Lagrange multiplier 13377: 13330: 13275: 13201: 13192: 13002: 12998: 12985: 12944: 12918: 12870: 12825: 12807:Sample size determination 12772: 12768: 12755: 12659: 12614: 12588: 12570: 12526: 12478: 12398: 12389: 12385: 12372: 12354: 12296: 12200: 12108:Optional stopping theorem 12005: 11967: 11909:Large deviation principle 11876: 11790: 11747: 11714: 11661:Heath–Jarrow–Morton (HJM) 11606: 11598:Moving-average (MA) model 11583:Autoregressive (AR) model 11563: 11473: 11408:Hidden Markov model (HMM) 11390: 11342:Schramm–Loewner evolution 11146: 11071: 9801:convergence, rather than 4343:, one defines the metric 132:Fisher information metric 14653:Computational statistics 14551:Environmental statistics 14073:Elliptical distributions 13866:Generalized linear model 13795:Simple linear regression 13565:Hodges–Lehmann estimator 13022:Probability distribution 12931:Stochastic approximation 12493:Coefficient of variation 12023:DolĂŠans-Dade exponential 11853:Progressively measurable 11651:Cox–Ingersoll–Ross (CIR) 10319:{\displaystyle \delta t} 9817:{\displaystyle \delta t} 9661:{\displaystyle \delta t} 9635:{\displaystyle \delta t} 9576:{\displaystyle \delta t} 9408:{\displaystyle \delta t} 9192:{\displaystyle \delta t} 5113:which can be written as 3425:{\displaystyle p_{t}(x)} 2231:{\displaystyle G^{T}(p)} 14211:Cross-correlation (XCF) 13819:Non-standard predictors 13253:Lehmann–ScheffĂŠ theorem 12926:Adaptive clinical trial 12243:Mathematical statistics 12233:Large deviations theory 12063:Infinitesimal generator 11924:Maximal ergodic theorem 11843:Piecewise-deterministic 11445:Random dynamical system 11310:Markov additive process 10841:10.1098/rspa.2017.0559. 10097:{\displaystyle \pi (p)} 8664:is exact, resulting in 235:is modelled by the Ito 114:History and development 14607:Mathematics portal 14428:Engineering statistics 14336:Nelson–Aalen estimator 13913:Analysis of covariance 13800:Ordinary least squares 13724:Pearson product-moment 13128:Statistical functional 13039:Empirical distribution 12872:Controlled experiments 12601:Frequency distribution 12379:Descriptive statistics 12078:Karhunen–Loève theorem 12013:Cameron–Martin formula 11977:Burkholder–Davis–Gundy 11372:Variance gamma process 10596:Extended Kalman filter 10532: 10505: 10479: 10428: 10383: 10356: 10320: 10297: 10259: 10145: 10118: 10098: 10069: 10045: 10025: 9985: 9958: 9918: 9891: 9854: 9818: 9795: 9756: 9755:{\displaystyle \|E\|.} 9662: 9636: 9613: 9577: 9554: 9514: 9409: 9386: 9356: 9327: 9219: 9193: 9170: 9134: 9083: 9063: 9043: 9023: 9003: 8983: 8960: 8718: 8698: 8678: 8658: 8638: 8592: 8563: 8562:{\displaystyle dY_{t}} 8523: 8480: 8451: 8299: 8272: 8235: 8090: 7898: 7832: 7802: 7601: 7574: 7382: 7325: 7302: 7029: 6893: 6643: 6616: 6578: 6327: 6167: 6098: 6069: 5912: 5885: 5727: 5670: 5474: 5448: 5253: 5227: 5143: 5104: 4891: 4861: 4828: 4689: 4663: 4582: 4337: 4305: 4275: 4149: 4122: 4095: 4068: 4033: 3988: 3757: 3730: 3710: 3690: 3670: 3669:{\displaystyle dY_{t}} 3640: 3620: 3597: 3577: 3554: 3508: 3466: 3426: 3387: 3195: 3164: 3137: 3110: 3081: 2933: 2906: 2879: 2845: 2713: 2686: 2659: 2630: 2516: 2399: 2232: 2196: 2165: 2083: 2046: 1736: 1709: 1689: 1650: 1550: 1438: 1374: 1338: 1263: 1233: 1002: 975: 955: 935: 884: 763: 743: 723: 696: 669: 642: 615: 586: 563: 479: 433: 406: 377: 343: 229: 155: 108:change point detection 72:extended Kalman filter 14523:Population statistics 14465:System identification 14199:Autocorrelation (ACF) 14127:Exponential smoothing 14041:Discriminant analysis 14036:Canonical correlation 13900:Partition of variance 13762:Regression validation 13606:(Jonckheere–Terpstra) 13505:Likelihood-ratio test 13194:Frequentist inference 13106:Location–scale family 13027:Sampling distribution 12992:Statistical inference 12959:Cross-sectional study 12946:Observational studies 12905:Randomized experiment 12734:Stem-and-leaf display 12536:Central limit theorem 12208:Actuarial mathematics 12170:Uniform integrability 12165:Stratonovich integral 12093:LĂŠvy–Prokhorov metric 11997:Marcinkiewicz–Zygmund 11884:Central limit theorem 11486:Gaussian random field 11315:McKean–Vlasov process 11235:Dyson Brownian motion 11096:Galton–Watson process 10586:Generalized filtering 10561:changepoint detection 10533: 10506: 10480: 10429: 10384: 10382:{\displaystyle L^{2}} 10357: 10321: 10298: 10260: 10146: 10119: 10099: 10070: 10046: 10026: 9986: 9959: 9919: 9892: 9855: 9819: 9796: 9757: 9663: 9637: 9614: 9578: 9555: 9515: 9513:{\displaystyle E_{t}} 9410: 9387: 9357: 9328: 9220: 9194: 9171: 9135: 9084: 9064: 9044: 9024: 9004: 8984: 8961: 8719: 8699: 8679: 8659: 8639: 8593: 8564: 8524: 8481: 8452: 8279: 8252: 8236: 8070: 7878: 7833: 7803: 7581: 7554: 7362: 7326: 7303: 7030: 6894: 6623: 6596: 6579: 6307: 6147: 6099: 6070: 5892: 5865: 5707: 5671: 5454: 5428: 5233: 5207: 5123: 5105: 4892: 4862: 4829: 4669: 4643: 4583: 4338: 4306: 4304:{\displaystyle L^{2}} 4276: 4150: 4148:{\displaystyle G^{T}} 4123: 4121:{\displaystyle G^{T}} 4096: 4069: 4034: 3989: 3758: 3731: 3711: 3691: 3671: 3641: 3621: 3598: 3578: 3555: 3509: 3467: 3427: 3388: 3196: 3165: 3163:{\displaystyle p_{t}} 3138: 3136:{\displaystyle L^{2}} 3111: 3082: 2934: 2932:{\displaystyle d_{H}} 2907: 2905:{\displaystyle L^{2}} 2880: 2846: 2714: 2712:{\displaystyle d_{2}} 2687: 2685:{\displaystyle L^{2}} 2660: 2658:{\displaystyle p_{t}} 2631: 2517: 2400: 2233: 2197: 2166: 2084: 2047: 1737: 1735:{\displaystyle p_{t}} 1710: 1690: 1651: 1524: 1418: 1375: 1339: 1269:is the expectation 1264: 1262:{\displaystyle E_{p}} 1234: 1003: 1001:{\displaystyle p_{t}} 976: 956: 936: 885: 764: 744: 724: 722:{\displaystyle X_{0}} 697: 695:{\displaystyle X_{t}} 670: 668:{\displaystyle W_{t}} 643: 641:{\displaystyle V_{t}} 616: 587: 564: 480: 434: 432:{\displaystyle W_{t}} 407: 378: 344: 230: 163:mixture distributions 156: 154:{\displaystyle L^{2}} 14446:Probabilistic design 14031:Principal components 13874:Exponential families 13826:Nonlinear regression 13805:General linear model 13767:Mixed effects models 13757:Errors and residuals 13734:Confounding variable 13636:Bayesian probability 13614:Van der Waerden test 13604:Ordered alternative 13369:Multiple comparisons 13248:Rao–Blackwellization 13211:Estimating equations 13167:Statistical distance 12885:Factorial experiment 12418:Arithmetic-Geometric 12283:Time series analysis 12238:Mathematical finance 12123:Reflection principle 11450:Regenerative process 11250:Fleming–Viot process 11065:Stochastic processes 10515: 10511:, for the parameter 10492: 10438: 10393: 10366: 10330: 10307: 10271: 10155: 10128: 10108: 10079: 10055: 10035: 9995: 9968: 9928: 9901: 9897:) onto the manifold 9864: 9831: 9805: 9769: 9675: 9649: 9623: 9587: 9564: 9528: 9422: 9396: 9369: 9340: 9232: 9203: 9180: 9144: 9093: 9073: 9053: 9033: 9013: 8993: 8973: 8739: 8708: 8688: 8668: 8648: 8602: 8591:{\displaystyle b(x)} 8573: 8543: 8493: 8463: 8246: 7845: 7815: 7338: 7315: 7045: 6908: 6590: 6114: 6081: 5683: 5120: 4904: 4871: 4841: 4598: 4350: 4315: 4288: 4162: 4132: 4105: 4078: 4043: 4001: 3770: 3740: 3720: 3700: 3680: 3650: 3630: 3607: 3587: 3567: 3518: 3476: 3436: 3400: 3208: 3174: 3147: 3120: 3094: 2946: 2916: 2889: 2858: 2726: 2696: 2669: 2642: 2529: 2412: 2245: 2206: 2195:{\displaystyle F(p)} 2177: 2173:where the operators 2093: 2059: 1749: 1719: 1699: 1663: 1387: 1348: 1273: 1246: 1015: 985: 965: 945: 897: 776: 753: 733: 706: 679: 652: 625: 596: 576: 492: 447: 416: 387: 360: 246: 197: 138: 68:information geometry 56:exponential families 32:information geometry 14518:Official statistics 14441:Methods engineering 14122:Seasonal adjustment 13890:Poisson regressions 13810:Bayesian regression 13749:Regression analysis 13729:Partial correlation 13701:Regression analysis 13300:Prediction interval 13295:Likelihood interval 13285:Confidence interval 13277:Interval estimation 13238:Unbiased estimators 13056:Model specification 12936:Up-and-down designs 12624:Partial correlation 12580:Index of dispersion 12498:Interquartile range 12278:Stochastic analysis 12118:Quadratic variation 12113:Prokhorov's theorem 12048:Feynman–Kac formula 11518:Markov random field 11166:Birth–death process 10020: 9953: 8776: 8518: 8440: 7953: 7791: 6882: 6220: 4867:is the inverse of 4630: 3315: 2281: 1786: 1408: 1369: 1052: 729:and the history of 28:stochastic analysis 14538:Spatial statistics 14418:Medical statistics 14318:First hitting time 14272:Whittle likelihood 13923:Degrees of freedom 13918:Multivariate ANOVA 13851:Heteroscedasticity 13663:Bayesian estimator 13628:Bayesian inference 13477:Kolmogorov–Smirnov 13362:Randomization test 13332:Testing hypotheses 13305:Tolerance interval 13216:Maximum likelihood 13111:Exponential family 13044:Density estimation 13004:Statistical theory 12964:Natural experiment 12910:Scientific control 12827:Survey methodology 12513:Standard deviation 12248:Probability theory 12128:Skorokhod integral 12098:Malliavin calculus 11681:Korn-Kreer-Lenssen 11565:Time series models 11528:Pitman–Yor process 10528: 10504:{\displaystyle dY} 10501: 10475: 10424: 10379: 10352: 10316: 10293: 10255: 10186: 10141: 10114: 10094: 10065: 10041: 10021: 9998: 9981: 9954: 9931: 9914: 9887: 9850: 9814: 9791: 9752: 9658: 9632: 9619:convergence, only 9609: 9573: 9550: 9510: 9405: 9382: 9352: 9323: 9263: 9215: 9189: 9166: 9130: 9079: 9059: 9039: 9019: 8999: 8979: 8956: 8758: 8714: 8694: 8674: 8654: 8634: 8598:'s components and 8588: 8559: 8519: 8496: 8476: 8447: 8426: 8231: 7935: 7828: 7798: 7777: 7321: 7298: 7025: 6889: 6868: 6574: 6202: 6094: 6065: 5666: 5100: 4887: 4857: 4824: 4601: 4578: 4333: 4301: 4271: 4145: 4118: 4091: 4064: 4029: 3984: 3753: 3726: 3706: 3686: 3666: 3636: 3619:{\displaystyle dt} 3616: 3593: 3573: 3550: 3504: 3462: 3422: 3383: 3293: 3191: 3160: 3133: 3106: 3077: 2929: 2912:(Hellinger metric 2902: 2875: 2841: 2709: 2682: 2655: 2626: 2512: 2395: 2263: 2228: 2192: 2161: 2079: 2042: 1768: 1732: 1705: 1685: 1646: 1390: 1370: 1351: 1334: 1259: 1229: 1034: 998: 971: 951: 931: 880: 759: 739: 719: 702:given a prior for 692: 665: 638: 611: 582: 559: 475: 429: 402: 373: 339: 225: 151: 128:Hellinger distance 48:Gaussian densities 36:filtering problems 20:Projection filters 14663:Signal estimation 14658:Nonlinear filters 14640: 14639: 14578: 14577: 14574: 14573: 14513:National accounts 14483:Actuarial science 14475:Social statistics 14368: 14367: 14364: 14363: 14360: 14359: 14295:Survival function 14280: 14279: 14142:Granger causality 13983:Contingency table 13958:Survival analysis 13935: 13934: 13931: 13930: 13787:Linear regression 13682: 13681: 13678: 13677: 13653:Credible interval 13622: 13621: 13405: 13404: 13221:Method of moments 13090:Parametric family 13051:Statistical model 12981: 12980: 12977: 12976: 12895:Random assignment 12817:Statistical power 12751: 12750: 12747: 12746: 12596:Contingency table 12566: 12565: 12433:Generalized/power 12314: 12313: 12268:Signal processing 11987:Doob's upcrossing 11982:Doob's martingale 11946:Engelbert–Schmidt 11889:Donsker's theorem 11823:Feller-continuous 11691:Rendleman–Bartter 11481:Dirichlet process 11398:Branching process 11367:Telegraph process 11260:Geometric process 11240:Empirical process 11230:Diffusion process 11086:Branching process 11081:Bernoulli process 10581:Filtering problem 10196: 10185: 10117:{\displaystyle p} 10063: 10044:{\displaystyle p} 9872: 9273: 9262: 9082:{\displaystyle G} 9062:{\displaystyle F} 9042:{\displaystyle G} 9022:{\displaystyle F} 9002:{\displaystyle G} 8982:{\displaystyle F} 8789: 8717:{\displaystyle Y} 8697:{\displaystyle X} 8677:{\displaystyle G} 8657:{\displaystyle G} 8443: 8406: 8212: 8131: 8058: 8008: 7794: 7757: 7707: 7531: 7481: 7324:{\displaystyle g} 7286: 7243: 7200: 7170: 7152: 7134: 7117: 7099: 7056: 7015: 6997: 6960: 6942: 6885: 6848: 6554: 6369: 6296: 6035: 5843: 5645: 5590: 5417: 5362: 5186: 4822: 4767: 4569: 4526: 4473: 4425: 4261: 4210: 4074:for the manifold 3983: 3729:{\displaystyle G} 3709:{\displaystyle F} 3689:{\displaystyle G} 3639:{\displaystyle F} 3596:{\displaystyle G} 3576:{\displaystyle F} 3548: 3460: 3349: 3342: 3292: 3280: 3250: 3189: 3047: 3044: 3041: 3031: 3014: 2991: 2974: 2873: 2811: 2808: 2802: 2622: 2562: 2559: 2540: 2298: 2157: 2077: 2038: 1816: 1708:{\displaystyle T} 1591: 1522: 1459: 1065: 974:{\displaystyle t} 954:{\displaystyle Y} 762:{\displaystyle t} 742:{\displaystyle Y} 585:{\displaystyle b} 110:and other areas. 14680: 14628: 14627: 14616: 14615: 14605: 14604: 14590: 14589: 14493:Crime statistics 14387: 14386: 14374: 14373: 14291: 14290: 14257:Fourier analysis 14244:Frequency domain 14224: 14171: 14137:Structural break 14097: 14096: 14046:Cluster analysis 13993:Log-linear model 13966: 13965: 13941: 13940: 13882: 13856:Homoscedasticity 13712: 13711: 13688: 13687: 13607: 13599: 13591: 13590:(Kruskal–Wallis) 13575: 13560: 13515:Cross validation 13500: 13482:Anderson–Darling 13429: 13416: 13415: 13387:Likelihood-ratio 13379:Parametric tests 13357:Permutation test 13340:1- & 2-tails 13231:Minimum distance 13203:Point estimation 13199: 13198: 13150:Optimal decision 13101: 13000: 12999: 12987: 12986: 12969:Quasi-experiment 12919:Adaptive designs 12770: 12769: 12757: 12756: 12634:Rank correlation 12396: 12395: 12387: 12386: 12374: 12373: 12341: 12334: 12327: 12318: 12317: 12288:Machine learning 12175:Usual hypotheses 12058:Girsanov theorem 12043:Dynkin's formula 11808:Continuous paths 11716:Actuarial models 11656:Garman–Kohlhagen 11626:Black–Karasinski 11621:Black–Derman–Toy 11608:Financial models 11474:Fields and other 11403:Gaussian process 11352:Sigma-martingale 11156:Additive process 11058: 11051: 11044: 11035: 11034: 11028: 11027: 11015: 11009: 11008: 11005:Proc. NOLTA 2000 11000: 10994: 10993: 10981: 10975: 10974: 10962: 10956: 10955: 10943: 10937: 10936: 10924: 10918: 10917: 10905: 10899: 10898: 10886: 10880: 10879: 10867: 10861: 10860: 10848: 10842: 10838: 10832: 10829: 10820: 10816: 10807: 10801: 10795: 10794: 10782: 10769: 10768: 10756: 10739: 10732: 10726: 10719: 10713: 10712: 10700: 10681: 10680: 10665: 10648: 10647: 10645: 10635:. Archived from 10628: 10620: 10591:Nonlinear filter 10537: 10535: 10534: 10529: 10527: 10526: 10510: 10508: 10507: 10502: 10484: 10482: 10481: 10476: 10471: 10470: 10433: 10431: 10430: 10425: 10420: 10419: 10388: 10386: 10385: 10380: 10378: 10377: 10361: 10359: 10358: 10353: 10351: 10350: 10325: 10323: 10322: 10317: 10302: 10300: 10299: 10294: 10292: 10291: 10264: 10262: 10261: 10256: 10224: 10223: 10194: 10193: 10192: 10187: 10183: 10176: 10175: 10150: 10148: 10147: 10142: 10140: 10139: 10123: 10121: 10120: 10115: 10103: 10101: 10100: 10095: 10075:). Denote it by 10074: 10072: 10071: 10066: 10064: 10059: 10050: 10048: 10047: 10042: 10030: 10028: 10027: 10022: 10019: 10015: 10006: 9990: 9988: 9987: 9982: 9980: 9979: 9963: 9961: 9960: 9955: 9952: 9948: 9939: 9923: 9921: 9920: 9915: 9913: 9912: 9896: 9894: 9893: 9888: 9886: 9885: 9873: 9868: 9859: 9857: 9856: 9851: 9849: 9848: 9823: 9821: 9820: 9815: 9800: 9798: 9797: 9792: 9790: 9789: 9761: 9759: 9758: 9753: 9739: 9738: 9705: 9704: 9667: 9665: 9664: 9659: 9641: 9639: 9638: 9633: 9618: 9616: 9615: 9610: 9608: 9607: 9582: 9580: 9579: 9574: 9559: 9557: 9556: 9551: 9549: 9548: 9519: 9517: 9516: 9511: 9506: 9505: 9493: 9492: 9459: 9458: 9434: 9433: 9414: 9412: 9411: 9406: 9391: 9389: 9388: 9383: 9381: 9380: 9361: 9359: 9358: 9353: 9332: 9330: 9329: 9324: 9295: 9294: 9271: 9270: 9269: 9264: 9260: 9253: 9252: 9224: 9222: 9221: 9216: 9198: 9196: 9195: 9190: 9175: 9173: 9172: 9167: 9165: 9164: 9139: 9137: 9136: 9131: 9126: 9125: 9088: 9086: 9085: 9080: 9068: 9066: 9065: 9060: 9048: 9046: 9045: 9040: 9028: 9026: 9025: 9020: 9008: 9006: 9005: 9000: 8988: 8986: 8985: 8980: 8965: 8963: 8962: 8957: 8919: 8918: 8917: 8916: 8899: 8898: 8883: 8882: 8849: 8848: 8847: 8846: 8808: 8807: 8787: 8786: 8785: 8775: 8770: 8765: 8764: 8754: 8753: 8723: 8721: 8720: 8715: 8703: 8701: 8700: 8695: 8683: 8681: 8680: 8675: 8663: 8661: 8660: 8655: 8643: 8641: 8640: 8635: 8633: 8632: 8627: 8609: 8597: 8595: 8594: 8589: 8568: 8566: 8565: 8560: 8558: 8557: 8528: 8526: 8525: 8520: 8517: 8513: 8504: 8485: 8483: 8482: 8477: 8475: 8474: 8456: 8454: 8453: 8448: 8441: 8439: 8434: 8419: 8415: 8407: 8405: 8404: 8403: 8390: 8386: 8385: 8360: 8342: 8341: 8325: 8324: 8312: 8311: 8298: 8293: 8271: 8266: 8240: 8238: 8237: 8232: 8224: 8220: 8213: 8211: 8210: 8209: 8196: 8192: 8191: 8166: 8164: 8163: 8145: 8144: 8132: 8124: 8116: 8115: 8103: 8102: 8089: 8084: 8059: 8057: 8056: 8055: 8042: 8038: 8037: 8012: 8009: 8007: 8003: 8002: 7980: 7976: 7975: 7952: 7947: 7942: 7941: 7933: 7924: 7923: 7911: 7910: 7897: 7892: 7860: 7859: 7837: 7835: 7834: 7829: 7827: 7826: 7807: 7805: 7804: 7799: 7792: 7790: 7785: 7770: 7766: 7758: 7756: 7755: 7754: 7741: 7737: 7736: 7711: 7708: 7706: 7702: 7701: 7679: 7672: 7671: 7647: 7646: 7636: 7627: 7626: 7614: 7613: 7600: 7595: 7573: 7568: 7544: 7540: 7532: 7530: 7529: 7528: 7515: 7511: 7510: 7485: 7482: 7480: 7476: 7475: 7453: 7446: 7445: 7417: 7408: 7407: 7395: 7394: 7381: 7376: 7353: 7352: 7330: 7328: 7327: 7322: 7307: 7305: 7304: 7299: 7287: 7285: 7284: 7283: 7270: 7247: 7244: 7242: 7241: 7240: 7227: 7204: 7201: 7199: 7176: 7171: 7163: 7158: 7154: 7153: 7151: 7150: 7149: 7136: 7135: 7130: 7124: 7118: 7116: 7115: 7114: 7101: 7100: 7095: 7089: 7070: 7069: 7057: 7049: 7034: 7032: 7031: 7026: 7021: 7017: 7016: 7014: 7013: 7012: 6999: 6998: 6978: 6972: 6961: 6959: 6958: 6957: 6944: 6943: 6923: 6917: 6898: 6896: 6895: 6890: 6883: 6881: 6876: 6861: 6857: 6849: 6847: 6846: 6845: 6832: 6828: 6827: 6802: 6796: 6795: 6773: 6769: 6759: 6758: 6722: 6721: 6691: 6690: 6669: 6668: 6656: 6655: 6642: 6637: 6615: 6610: 6583: 6581: 6580: 6575: 6567: 6563: 6555: 6553: 6552: 6551: 6538: 6534: 6533: 6508: 6502: 6501: 6479: 6475: 6465: 6464: 6443: 6442: 6406: 6405: 6370: 6362: 6353: 6352: 6340: 6339: 6326: 6321: 6297: 6295: 6294: 6293: 6280: 6276: 6275: 6250: 6247: 6243: 6242: 6219: 6214: 6209: 6208: 6193: 6192: 6180: 6179: 6166: 6161: 6129: 6128: 6103: 6101: 6100: 6095: 6093: 6092: 6074: 6072: 6071: 6066: 6064: 6063: 6048: 6044: 6036: 6034: 6033: 6032: 6019: 6015: 6014: 5989: 5980: 5979: 5955: 5954: 5938: 5937: 5925: 5924: 5911: 5906: 5884: 5879: 5855: 5851: 5844: 5842: 5841: 5840: 5827: 5823: 5822: 5797: 5788: 5787: 5753: 5752: 5740: 5739: 5726: 5721: 5698: 5697: 5675: 5673: 5672: 5667: 5662: 5661: 5646: 5644: 5643: 5642: 5629: 5628: 5604: 5601: 5597: 5596: 5592: 5591: 5589: 5588: 5587: 5574: 5573: 5549: 5537: 5536: 5512: 5511: 5487: 5486: 5473: 5468: 5447: 5442: 5418: 5416: 5415: 5414: 5401: 5400: 5376: 5373: 5369: 5368: 5364: 5363: 5361: 5360: 5359: 5346: 5345: 5321: 5309: 5308: 5266: 5265: 5252: 5247: 5226: 5221: 5203: 5202: 5187: 5185: 5184: 5175: 5171: 5170: 5145: 5142: 5137: 5109: 5107: 5106: 5101: 5099: 5098: 5074: 5073: 5049: 5048: 5036: 5035: 4993: 4992: 4962: 4961: 4931: 4930: 4896: 4894: 4893: 4888: 4886: 4885: 4866: 4864: 4863: 4858: 4856: 4855: 4833: 4831: 4830: 4825: 4823: 4821: 4820: 4819: 4806: 4805: 4781: 4778: 4774: 4773: 4769: 4768: 4766: 4765: 4764: 4751: 4750: 4726: 4702: 4701: 4688: 4683: 4662: 4657: 4629: 4624: 4587: 4585: 4584: 4579: 4570: 4568: 4567: 4566: 4553: 4530: 4527: 4525: 4524: 4523: 4510: 4487: 4479: 4475: 4474: 4472: 4471: 4470: 4457: 4456: 4432: 4426: 4424: 4423: 4422: 4409: 4408: 4384: 4365: 4364: 4342: 4340: 4339: 4334: 4310: 4308: 4307: 4302: 4300: 4299: 4280: 4278: 4277: 4272: 4267: 4263: 4262: 4260: 4259: 4258: 4245: 4222: 4211: 4209: 4208: 4207: 4194: 4171: 4154: 4152: 4151: 4146: 4144: 4143: 4127: 4125: 4124: 4119: 4117: 4116: 4100: 4098: 4097: 4092: 4090: 4089: 4073: 4071: 4070: 4065: 4038: 4036: 4035: 4030: 4028: 4027: 3993: 3991: 3990: 3985: 3981: 3980: 3979: 3955: 3954: 3930: 3929: 3917: 3916: 3912: 3911: 3866: 3865: 3835: 3834: 3830: 3829: 3797: 3796: 3762: 3760: 3759: 3754: 3752: 3751: 3735: 3733: 3732: 3727: 3715: 3713: 3712: 3707: 3695: 3693: 3692: 3687: 3675: 3673: 3672: 3667: 3665: 3664: 3645: 3643: 3642: 3637: 3625: 3623: 3622: 3617: 3602: 3600: 3599: 3594: 3582: 3580: 3579: 3574: 3559: 3557: 3556: 3551: 3549: 3544: 3543: 3522: 3513: 3511: 3510: 3505: 3500: 3499: 3471: 3469: 3468: 3463: 3461: 3450: 3449: 3440: 3431: 3429: 3428: 3423: 3412: 3411: 3392: 3390: 3389: 3384: 3373: 3372: 3367: 3347: 3343: 3323: 3314: 3310: 3301: 3290: 3278: 3274: 3273: 3268: 3248: 3220: 3219: 3200: 3198: 3197: 3192: 3190: 3188: 3187: 3178: 3169: 3167: 3166: 3161: 3159: 3158: 3142: 3140: 3139: 3134: 3132: 3131: 3115: 3113: 3112: 3107: 3086: 3084: 3083: 3078: 3076: 3075: 3063: 3062: 3045: 3042: 3039: 3032: 3030: 3029: 3020: 3015: 3013: 3012: 3003: 2992: 2990: 2989: 2980: 2975: 2973: 2972: 2963: 2958: 2957: 2938: 2936: 2935: 2930: 2928: 2927: 2911: 2909: 2908: 2903: 2901: 2900: 2884: 2882: 2881: 2876: 2874: 2872: 2871: 2862: 2850: 2848: 2847: 2842: 2840: 2839: 2827: 2826: 2809: 2806: 2800: 2796: 2795: 2783: 2782: 2764: 2763: 2751: 2750: 2738: 2737: 2718: 2716: 2715: 2710: 2708: 2707: 2691: 2689: 2688: 2683: 2681: 2680: 2664: 2662: 2661: 2656: 2654: 2653: 2635: 2633: 2632: 2627: 2620: 2598: 2597: 2563: 2561: 2560: 2555: 2546: 2541: 2536: 2521: 2519: 2518: 2513: 2508: 2507: 2474: 2473: 2424: 2423: 2404: 2402: 2401: 2396: 2385: 2384: 2351: 2350: 2338: 2337: 2299: 2291: 2280: 2275: 2270: 2269: 2237: 2235: 2234: 2229: 2218: 2217: 2201: 2199: 2198: 2193: 2170: 2168: 2167: 2162: 2155: 2136: 2135: 2088: 2086: 2085: 2080: 2078: 2076: 2075: 2066: 2051: 2049: 2048: 2043: 2036: 2035: 2034: 2019: 2018: 1985: 1984: 1983: 1982: 1943: 1942: 1917: 1916: 1883: 1882: 1881: 1880: 1863: 1862: 1828: 1827: 1817: 1809: 1797: 1796: 1785: 1780: 1775: 1774: 1764: 1763: 1741: 1739: 1738: 1733: 1731: 1730: 1714: 1712: 1711: 1706: 1694: 1692: 1691: 1686: 1684: 1683: 1655: 1653: 1652: 1647: 1633: 1632: 1608: 1607: 1592: 1590: 1589: 1588: 1576: 1575: 1562: 1561: 1552: 1549: 1544: 1523: 1515: 1498: 1497: 1473: 1472: 1460: 1458: 1457: 1456: 1440: 1437: 1432: 1407: 1402: 1397: 1396: 1379: 1377: 1376: 1371: 1368: 1363: 1358: 1357: 1343: 1341: 1340: 1335: 1285: 1284: 1268: 1266: 1265: 1260: 1258: 1257: 1238: 1236: 1235: 1230: 1195: 1194: 1193: 1192: 1175: 1174: 1159: 1158: 1125: 1124: 1123: 1122: 1084: 1083: 1063: 1062: 1061: 1051: 1046: 1041: 1040: 1030: 1029: 1007: 1005: 1004: 999: 997: 996: 980: 978: 977: 972: 960: 958: 957: 952: 940: 938: 937: 932: 915: 914: 889: 887: 886: 881: 861: 860: 845: 831: 830: 788: 787: 768: 766: 765: 760: 748: 746: 745: 740: 728: 726: 725: 720: 718: 717: 701: 699: 698: 693: 691: 690: 674: 672: 671: 666: 664: 663: 647: 645: 644: 639: 637: 636: 620: 618: 617: 612: 610: 609: 604: 591: 589: 588: 583: 568: 566: 565: 560: 558: 557: 526: 525: 507: 506: 485:is modelled by 484: 482: 481: 476: 474: 473: 468: 459: 458: 438: 436: 435: 430: 428: 427: 411: 409: 408: 403: 401: 400: 395: 382: 380: 379: 374: 348: 346: 345: 340: 338: 337: 315: 314: 280: 279: 261: 260: 234: 232: 231: 226: 224: 223: 218: 209: 208: 167:Galerkin methods 160: 158: 157: 152: 150: 149: 98:, estimation of 76:Galerkin methods 66:structure as in 14688: 14687: 14683: 14682: 14681: 14679: 14678: 14677: 14643: 14642: 14641: 14636: 14599: 14570: 14532: 14469: 14455:quality control 14422: 14404:Clinical trials 14381: 14356: 14340: 14328:Hazard function 14322: 14276: 14238: 14222: 14185: 14181:Breusch–Godfrey 14169: 14146: 14086: 14061:Factor analysis 14007: 13988:Graphical model 13960: 13927: 13894: 13880: 13860: 13814: 13781: 13743: 13706: 13705: 13674: 13618: 13605: 13597: 13589: 13573: 13558: 13537:Rank statistics 13531: 13510:Model selection 13498: 13456:Goodness of fit 13450: 13427: 13401: 13373: 13326: 13271: 13260:Median unbiased 13188: 13099: 13032:Order statistic 12994: 12973: 12940: 12914: 12866: 12821: 12764: 12762:Data collection 12743: 12655: 12610: 12584: 12562: 12522: 12474: 12391:Continuous data 12381: 12368: 12350: 12345: 12315: 12310: 12292: 12253:Queueing theory 12196: 12138:Skorokhod space 12001: 11992:Kunita–Watanabe 11963: 11929:Sanov's theorem 11899:Ergodic theorem 11872: 11868:Time-reversible 11786: 11749:Queueing models 11743: 11739:Sparre–Anderson 11729:CramĂŠr–Lundberg 11710: 11696:SABR volatility 11602: 11559: 11511:Boolean network 11469: 11455:Renewal process 11386: 11335:Non-homogeneous 11325:Poisson process 11215:Contact process 11178:Brownian motion 11148:Continuous time 11142: 11136:Maximal entropy 11067: 11062: 11032: 11031: 11016: 11012: 11001: 10997: 10982: 10978: 10963: 10959: 10944: 10940: 10925: 10921: 10906: 10902: 10887: 10883: 10868: 10864: 10849: 10845: 10839: 10835: 10830: 10823: 10817: 10810: 10802: 10798: 10783: 10772: 10757: 10742: 10733: 10729: 10720: 10716: 10701: 10684: 10666: 10651: 10639: 10626: 10622: 10621: 10614: 10609: 10577: 10565:neural encoding 10544: 10522: 10518: 10516: 10513: 10512: 10493: 10490: 10489: 10457: 10453: 10439: 10436: 10435: 10406: 10402: 10394: 10391: 10390: 10373: 10369: 10367: 10364: 10363: 10346: 10342: 10331: 10328: 10327: 10308: 10305: 10304: 10287: 10283: 10272: 10269: 10268: 10210: 10206: 10188: 10181: 10180: 10162: 10158: 10156: 10153: 10152: 10135: 10131: 10129: 10126: 10125: 10109: 10106: 10105: 10080: 10077: 10076: 10058: 10056: 10053: 10052: 10036: 10033: 10032: 10011: 10007: 10002: 9996: 9993: 9992: 9975: 9971: 9969: 9966: 9965: 9944: 9940: 9935: 9929: 9926: 9925: 9908: 9904: 9902: 9899: 9898: 9881: 9877: 9867: 9865: 9862: 9861: 9844: 9840: 9832: 9829: 9828: 9806: 9803: 9802: 9785: 9781: 9770: 9767: 9766: 9725: 9721: 9691: 9687: 9676: 9673: 9672: 9650: 9647: 9646: 9624: 9621: 9620: 9603: 9599: 9588: 9585: 9584: 9565: 9562: 9561: 9544: 9540: 9529: 9526: 9525: 9501: 9497: 9479: 9475: 9445: 9441: 9429: 9425: 9423: 9420: 9419: 9397: 9394: 9393: 9376: 9372: 9370: 9367: 9366: 9341: 9338: 9337: 9281: 9277: 9265: 9258: 9257: 9239: 9235: 9233: 9230: 9229: 9204: 9201: 9200: 9181: 9178: 9177: 9151: 9147: 9145: 9142: 9141: 9112: 9108: 9094: 9091: 9090: 9074: 9071: 9070: 9054: 9051: 9050: 9034: 9031: 9030: 9014: 9011: 9010: 8994: 8991: 8990: 8974: 8971: 8970: 8912: 8908: 8907: 8903: 8894: 8890: 8878: 8874: 8842: 8838: 8837: 8833: 8803: 8799: 8781: 8777: 8771: 8766: 8760: 8759: 8749: 8745: 8740: 8737: 8736: 8730: 8709: 8706: 8705: 8689: 8686: 8685: 8669: 8666: 8665: 8649: 8646: 8645: 8628: 8623: 8622: 8605: 8603: 8600: 8599: 8574: 8571: 8570: 8553: 8549: 8544: 8541: 8540: 8509: 8505: 8500: 8494: 8491: 8490: 8470: 8466: 8464: 8461: 8460: 8435: 8430: 8399: 8395: 8391: 8381: 8377: 8361: 8359: 8337: 8333: 8320: 8316: 8304: 8300: 8294: 8283: 8278: 8274: 8267: 8256: 8247: 8244: 8243: 8205: 8201: 8197: 8187: 8183: 8167: 8165: 8159: 8155: 8140: 8136: 8123: 8111: 8107: 8095: 8091: 8085: 8074: 8051: 8047: 8043: 8033: 8029: 8013: 8011: 7998: 7994: 7981: 7971: 7967: 7948: 7943: 7937: 7936: 7934: 7932: 7919: 7915: 7903: 7899: 7893: 7882: 7877: 7873: 7855: 7851: 7846: 7843: 7842: 7822: 7818: 7816: 7813: 7812: 7786: 7781: 7750: 7746: 7742: 7732: 7728: 7712: 7710: 7697: 7693: 7680: 7667: 7663: 7642: 7638: 7637: 7635: 7622: 7618: 7606: 7602: 7596: 7585: 7580: 7576: 7569: 7558: 7524: 7520: 7516: 7506: 7502: 7486: 7484: 7471: 7467: 7454: 7441: 7437: 7418: 7416: 7403: 7399: 7387: 7383: 7377: 7366: 7361: 7357: 7348: 7344: 7339: 7336: 7335: 7316: 7313: 7312: 7279: 7275: 7271: 7248: 7246: 7236: 7232: 7228: 7205: 7203: 7180: 7175: 7162: 7145: 7141: 7137: 7129: 7125: 7123: 7110: 7106: 7102: 7094: 7090: 7088: 7087: 7083: 7062: 7058: 7048: 7046: 7043: 7042: 7008: 7004: 7000: 6977: 6973: 6971: 6953: 6949: 6945: 6922: 6918: 6916: 6915: 6911: 6909: 6906: 6905: 6877: 6872: 6841: 6837: 6833: 6823: 6819: 6803: 6801: 6791: 6787: 6754: 6750: 6717: 6713: 6686: 6682: 6681: 6677: 6664: 6660: 6648: 6644: 6638: 6627: 6622: 6618: 6611: 6600: 6591: 6588: 6587: 6547: 6543: 6539: 6529: 6525: 6509: 6507: 6497: 6493: 6460: 6456: 6438: 6434: 6401: 6397: 6375: 6371: 6361: 6348: 6344: 6332: 6328: 6322: 6311: 6289: 6285: 6281: 6271: 6267: 6251: 6249: 6238: 6234: 6215: 6210: 6204: 6203: 6201: 6188: 6184: 6172: 6168: 6162: 6151: 6146: 6142: 6124: 6120: 6115: 6112: 6111: 6088: 6084: 6082: 6079: 6078: 6059: 6055: 6028: 6024: 6020: 6010: 6006: 5990: 5988: 5975: 5971: 5950: 5946: 5933: 5929: 5917: 5913: 5907: 5896: 5891: 5887: 5880: 5869: 5836: 5832: 5828: 5818: 5814: 5798: 5796: 5783: 5779: 5748: 5744: 5732: 5728: 5722: 5711: 5706: 5702: 5693: 5689: 5684: 5681: 5680: 5657: 5653: 5638: 5634: 5630: 5609: 5605: 5603: 5583: 5579: 5575: 5554: 5550: 5548: 5532: 5528: 5507: 5503: 5502: 5498: 5479: 5475: 5469: 5458: 5453: 5449: 5443: 5432: 5410: 5406: 5402: 5381: 5377: 5375: 5355: 5351: 5347: 5326: 5322: 5320: 5304: 5300: 5281: 5277: 5258: 5254: 5248: 5237: 5232: 5228: 5222: 5211: 5198: 5194: 5180: 5176: 5166: 5162: 5146: 5144: 5138: 5127: 5121: 5118: 5117: 5094: 5090: 5069: 5065: 5044: 5040: 5016: 5012: 4988: 4984: 4942: 4938: 4926: 4922: 4905: 4902: 4901: 4878: 4874: 4872: 4869: 4868: 4848: 4844: 4842: 4839: 4838: 4815: 4811: 4807: 4786: 4782: 4780: 4760: 4756: 4752: 4731: 4727: 4725: 4717: 4713: 4694: 4690: 4684: 4673: 4668: 4664: 4658: 4647: 4625: 4605: 4599: 4596: 4595: 4562: 4558: 4554: 4531: 4529: 4519: 4515: 4511: 4488: 4486: 4466: 4462: 4458: 4437: 4433: 4431: 4418: 4414: 4410: 4389: 4385: 4383: 4382: 4378: 4357: 4353: 4351: 4348: 4347: 4316: 4313: 4312: 4295: 4291: 4289: 4286: 4285: 4254: 4250: 4246: 4223: 4221: 4203: 4199: 4195: 4172: 4170: 4169: 4165: 4163: 4160: 4159: 4139: 4135: 4133: 4130: 4129: 4112: 4108: 4106: 4103: 4102: 4085: 4081: 4079: 4076: 4075: 4044: 4041: 4040: 4008: 4004: 4002: 3999: 3998: 3975: 3971: 3950: 3946: 3925: 3921: 3907: 3903: 3890: 3886: 3861: 3857: 3825: 3821: 3808: 3804: 3792: 3788: 3771: 3768: 3767: 3747: 3743: 3741: 3738: 3737: 3721: 3718: 3717: 3701: 3698: 3697: 3681: 3678: 3677: 3660: 3656: 3651: 3648: 3647: 3631: 3628: 3627: 3608: 3605: 3604: 3588: 3585: 3584: 3568: 3565: 3564: 3539: 3535: 3521: 3519: 3516: 3515: 3495: 3491: 3477: 3474: 3473: 3445: 3441: 3439: 3437: 3434: 3433: 3407: 3403: 3401: 3398: 3397: 3368: 3363: 3362: 3322: 3306: 3302: 3297: 3269: 3264: 3263: 3215: 3211: 3209: 3206: 3205: 3183: 3179: 3177: 3175: 3172: 3171: 3154: 3150: 3148: 3145: 3144: 3143:. In any case, 3127: 3123: 3121: 3118: 3117: 3095: 3092: 3091: 3071: 3067: 3052: 3048: 3025: 3021: 3019: 3008: 3004: 3002: 2985: 2981: 2979: 2968: 2964: 2962: 2953: 2949: 2947: 2944: 2943: 2923: 2919: 2917: 2914: 2913: 2896: 2892: 2890: 2887: 2886: 2867: 2863: 2861: 2859: 2856: 2855: 2835: 2831: 2816: 2812: 2791: 2787: 2778: 2774: 2759: 2755: 2746: 2742: 2733: 2729: 2727: 2724: 2723: 2703: 2699: 2697: 2694: 2693: 2692:(direct metric 2676: 2672: 2670: 2667: 2666: 2649: 2645: 2643: 2640: 2639: 2593: 2589: 2554: 2550: 2545: 2535: 2530: 2527: 2526: 2503: 2499: 2469: 2465: 2419: 2415: 2413: 2410: 2409: 2380: 2376: 2346: 2342: 2333: 2329: 2290: 2276: 2271: 2265: 2264: 2246: 2243: 2242: 2238:are defined as 2213: 2209: 2207: 2204: 2203: 2178: 2175: 2174: 2131: 2127: 2094: 2091: 2090: 2071: 2067: 2065: 2060: 2057: 2056: 2030: 2026: 2014: 2010: 1978: 1974: 1973: 1969: 1938: 1934: 1912: 1908: 1876: 1872: 1871: 1867: 1858: 1854: 1823: 1819: 1808: 1792: 1788: 1781: 1776: 1770: 1769: 1759: 1755: 1750: 1747: 1746: 1726: 1722: 1720: 1717: 1716: 1700: 1697: 1696: 1679: 1675: 1664: 1661: 1660: 1628: 1624: 1600: 1596: 1584: 1580: 1571: 1567: 1563: 1557: 1553: 1551: 1545: 1528: 1514: 1493: 1489: 1468: 1464: 1452: 1448: 1444: 1439: 1433: 1422: 1403: 1398: 1392: 1391: 1388: 1385: 1384: 1364: 1359: 1353: 1352: 1349: 1346: 1345: 1280: 1276: 1274: 1271: 1270: 1253: 1249: 1247: 1244: 1243: 1188: 1184: 1183: 1179: 1170: 1166: 1154: 1150: 1118: 1114: 1113: 1109: 1079: 1075: 1057: 1053: 1047: 1042: 1036: 1035: 1025: 1021: 1016: 1013: 1012: 992: 988: 986: 983: 982: 966: 963: 962: 946: 943: 942: 910: 906: 898: 895: 894: 856: 852: 841: 826: 822: 783: 779: 777: 774: 773: 754: 751: 750: 734: 731: 730: 713: 709: 707: 704: 703: 686: 682: 680: 677: 676: 659: 655: 653: 650: 649: 632: 628: 626: 623: 622: 605: 600: 599: 597: 594: 593: 577: 574: 573: 553: 549: 521: 517: 502: 498: 493: 490: 489: 469: 464: 463: 454: 450: 448: 445: 444: 441:Brownian motion 423: 419: 417: 414: 413: 396: 391: 390: 388: 385: 384: 361: 358: 357: 333: 329: 310: 306: 275: 271: 256: 252: 247: 244: 243: 219: 214: 213: 204: 200: 198: 195: 194: 187: 179: 145: 141: 139: 136: 135: 116: 96:quantum systems 17: 12: 11: 5: 14686: 14676: 14675: 14670: 14668:Control theory 14665: 14660: 14655: 14638: 14637: 14635: 14634: 14622: 14610: 14596: 14583: 14580: 14579: 14576: 14575: 14572: 14571: 14569: 14568: 14563: 14558: 14553: 14548: 14542: 14540: 14534: 14533: 14531: 14530: 14525: 14520: 14515: 14510: 14505: 14500: 14495: 14490: 14485: 14479: 14477: 14471: 14470: 14468: 14467: 14462: 14457: 14448: 14443: 14438: 14432: 14430: 14424: 14423: 14421: 14420: 14415: 14410: 14401: 14399:Bioinformatics 14395: 14393: 14383: 14382: 14370: 14369: 14366: 14365: 14362: 14361: 14358: 14357: 14355: 14354: 14348: 14346: 14342: 14341: 14339: 14338: 14332: 14330: 14324: 14323: 14321: 14320: 14315: 14310: 14305: 14299: 14297: 14288: 14282: 14281: 14278: 14277: 14275: 14274: 14269: 14264: 14259: 14254: 14248: 14246: 14240: 14239: 14237: 14236: 14231: 14226: 14218: 14213: 14208: 14207: 14206: 14204:partial (PACF) 14195: 14193: 14187: 14186: 14184: 14183: 14178: 14173: 14165: 14160: 14154: 14152: 14151:Specific tests 14148: 14147: 14145: 14144: 14139: 14134: 14129: 14124: 14119: 14114: 14109: 14103: 14101: 14094: 14088: 14087: 14085: 14084: 14083: 14082: 14081: 14080: 14065: 14064: 14063: 14053: 14051:Classification 14048: 14043: 14038: 14033: 14028: 14023: 14017: 14015: 14009: 14008: 14006: 14005: 14000: 13998:McNemar's test 13995: 13990: 13985: 13980: 13974: 13972: 13962: 13961: 13937: 13936: 13933: 13932: 13929: 13928: 13926: 13925: 13920: 13915: 13910: 13904: 13902: 13896: 13895: 13893: 13892: 13876: 13870: 13868: 13862: 13861: 13859: 13858: 13853: 13848: 13843: 13838: 13836:Semiparametric 13833: 13828: 13822: 13820: 13816: 13815: 13813: 13812: 13807: 13802: 13797: 13791: 13789: 13783: 13782: 13780: 13779: 13774: 13769: 13764: 13759: 13753: 13751: 13745: 13744: 13742: 13741: 13736: 13731: 13726: 13720: 13718: 13708: 13707: 13704: 13703: 13698: 13692: 13684: 13683: 13680: 13679: 13676: 13675: 13673: 13672: 13671: 13670: 13660: 13655: 13650: 13649: 13648: 13643: 13632: 13630: 13624: 13623: 13620: 13619: 13617: 13616: 13611: 13610: 13609: 13601: 13593: 13577: 13574:(Mann–Whitney) 13569: 13568: 13567: 13554: 13553: 13552: 13541: 13539: 13533: 13532: 13530: 13529: 13528: 13527: 13522: 13517: 13507: 13502: 13499:(Shapiro–Wilk) 13494: 13489: 13484: 13479: 13474: 13466: 13460: 13458: 13452: 13451: 13449: 13448: 13440: 13431: 13419: 13413: 13411:Specific tests 13407: 13406: 13403: 13402: 13400: 13399: 13394: 13389: 13383: 13381: 13375: 13374: 13372: 13371: 13366: 13365: 13364: 13354: 13353: 13352: 13342: 13336: 13334: 13328: 13327: 13325: 13324: 13323: 13322: 13317: 13307: 13302: 13297: 13292: 13287: 13281: 13279: 13273: 13272: 13270: 13269: 13264: 13263: 13262: 13257: 13256: 13255: 13250: 13235: 13234: 13233: 13228: 13223: 13218: 13207: 13205: 13196: 13190: 13189: 13187: 13186: 13181: 13176: 13175: 13174: 13164: 13159: 13158: 13157: 13147: 13146: 13145: 13140: 13135: 13125: 13120: 13115: 13114: 13113: 13108: 13103: 13087: 13086: 13085: 13080: 13075: 13065: 13064: 13063: 13058: 13048: 13047: 13046: 13036: 13035: 13034: 13024: 13019: 13014: 13008: 13006: 12996: 12995: 12983: 12982: 12979: 12978: 12975: 12974: 12972: 12971: 12966: 12961: 12956: 12950: 12948: 12942: 12941: 12939: 12938: 12933: 12928: 12922: 12920: 12916: 12915: 12913: 12912: 12907: 12902: 12897: 12892: 12887: 12882: 12876: 12874: 12868: 12867: 12865: 12864: 12862:Standard error 12859: 12854: 12849: 12848: 12847: 12842: 12831: 12829: 12823: 12822: 12820: 12819: 12814: 12809: 12804: 12799: 12794: 12792:Optimal design 12789: 12784: 12778: 12776: 12766: 12765: 12753: 12752: 12749: 12748: 12745: 12744: 12742: 12741: 12736: 12731: 12726: 12721: 12716: 12711: 12706: 12701: 12696: 12691: 12686: 12681: 12676: 12671: 12665: 12663: 12657: 12656: 12654: 12653: 12648: 12647: 12646: 12641: 12631: 12626: 12620: 12618: 12612: 12611: 12609: 12608: 12603: 12598: 12592: 12590: 12589:Summary tables 12586: 12585: 12583: 12582: 12576: 12574: 12568: 12567: 12564: 12563: 12561: 12560: 12559: 12558: 12553: 12548: 12538: 12532: 12530: 12524: 12523: 12521: 12520: 12515: 12510: 12505: 12500: 12495: 12490: 12484: 12482: 12476: 12475: 12473: 12472: 12467: 12462: 12461: 12460: 12455: 12450: 12445: 12440: 12435: 12430: 12425: 12423:Contraharmonic 12420: 12415: 12404: 12402: 12393: 12383: 12382: 12370: 12369: 12367: 12366: 12361: 12355: 12352: 12351: 12344: 12343: 12336: 12329: 12321: 12312: 12311: 12309: 12308: 12303: 12301:List of topics 12297: 12294: 12293: 12291: 12290: 12285: 12280: 12275: 12270: 12265: 12260: 12258:Renewal theory 12255: 12250: 12245: 12240: 12235: 12230: 12225: 12223:Ergodic theory 12220: 12215: 12213:Control theory 12210: 12204: 12202: 12198: 12197: 12195: 12194: 12193: 12192: 12187: 12177: 12172: 12167: 12162: 12157: 12156: 12155: 12145: 12143:Snell envelope 12140: 12135: 12130: 12125: 12120: 12115: 12110: 12105: 12100: 12095: 12090: 12085: 12080: 12075: 12070: 12065: 12060: 12055: 12050: 12045: 12040: 12035: 12030: 12025: 12020: 12015: 12009: 12007: 12003: 12002: 12000: 11999: 11994: 11989: 11984: 11979: 11973: 11971: 11965: 11964: 11962: 11961: 11942:Borel–Cantelli 11931: 11926: 11921: 11916: 11911: 11906: 11901: 11896: 11891: 11886: 11880: 11878: 11877:Limit theorems 11874: 11873: 11871: 11870: 11865: 11860: 11855: 11850: 11845: 11840: 11835: 11830: 11825: 11820: 11815: 11810: 11805: 11800: 11794: 11792: 11788: 11787: 11785: 11784: 11779: 11774: 11769: 11764: 11759: 11753: 11751: 11745: 11744: 11742: 11741: 11736: 11731: 11726: 11720: 11718: 11712: 11711: 11709: 11708: 11703: 11698: 11693: 11688: 11683: 11678: 11673: 11668: 11663: 11658: 11653: 11648: 11643: 11638: 11633: 11628: 11623: 11618: 11612: 11610: 11604: 11603: 11601: 11600: 11595: 11590: 11585: 11580: 11575: 11569: 11567: 11561: 11560: 11558: 11557: 11552: 11547: 11546: 11545: 11540: 11530: 11525: 11520: 11515: 11514: 11513: 11508: 11498: 11496:Hopfield model 11493: 11488: 11483: 11477: 11475: 11471: 11470: 11468: 11467: 11462: 11457: 11452: 11447: 11442: 11441: 11440: 11435: 11430: 11425: 11415: 11413:Markov process 11410: 11405: 11400: 11394: 11392: 11388: 11387: 11385: 11384: 11382:Wiener sausage 11379: 11377:Wiener process 11374: 11369: 11364: 11359: 11357:Stable process 11354: 11349: 11347:Semimartingale 11344: 11339: 11338: 11337: 11332: 11322: 11317: 11312: 11307: 11302: 11297: 11292: 11290:Jump diffusion 11287: 11282: 11277: 11272: 11267: 11265:Hawkes process 11262: 11257: 11252: 11247: 11245:Feller process 11242: 11237: 11232: 11227: 11222: 11217: 11212: 11210:Cauchy process 11207: 11206: 11205: 11200: 11195: 11190: 11185: 11175: 11174: 11173: 11163: 11161:Bessel process 11158: 11152: 11150: 11144: 11143: 11141: 11140: 11139: 11138: 11133: 11128: 11123: 11113: 11108: 11103: 11098: 11093: 11088: 11083: 11077: 11075: 11069: 11068: 11061: 11060: 11053: 11046: 11038: 11030: 11029: 11010: 10995: 10976: 10957: 10938: 10919: 10900: 10881: 10862: 10843: 10833: 10821: 10808: 10796: 10770: 10740: 10727: 10714: 10682: 10649: 10646:on 2016-03-03. 10611: 10610: 10608: 10605: 10604: 10603: 10598: 10593: 10588: 10583: 10576: 10573: 10557:quantum optics 10552:ocean dynamics 10543: 10540: 10525: 10521: 10500: 10497: 10474: 10469: 10466: 10463: 10460: 10456: 10452: 10449: 10446: 10443: 10423: 10418: 10415: 10412: 10409: 10405: 10401: 10398: 10376: 10372: 10349: 10345: 10341: 10338: 10335: 10315: 10312: 10290: 10286: 10282: 10279: 10276: 10254: 10251: 10248: 10245: 10242: 10239: 10236: 10233: 10230: 10227: 10222: 10219: 10216: 10213: 10209: 10205: 10202: 10199: 10191: 10179: 10174: 10171: 10168: 10165: 10161: 10138: 10134: 10113: 10093: 10090: 10087: 10084: 10062: 10040: 10018: 10014: 10010: 10005: 10001: 9978: 9974: 9951: 9947: 9943: 9938: 9934: 9911: 9907: 9884: 9880: 9876: 9871: 9847: 9843: 9839: 9836: 9813: 9810: 9788: 9784: 9780: 9777: 9774: 9763: 9762: 9751: 9748: 9745: 9742: 9737: 9734: 9731: 9728: 9724: 9720: 9717: 9714: 9711: 9708: 9703: 9700: 9697: 9694: 9690: 9686: 9683: 9680: 9657: 9654: 9631: 9628: 9606: 9602: 9598: 9595: 9592: 9572: 9569: 9547: 9543: 9539: 9536: 9533: 9522: 9521: 9509: 9504: 9500: 9496: 9491: 9488: 9485: 9482: 9478: 9474: 9471: 9468: 9465: 9462: 9457: 9454: 9451: 9448: 9444: 9440: 9437: 9432: 9428: 9404: 9401: 9379: 9375: 9351: 9348: 9345: 9334: 9333: 9322: 9319: 9316: 9313: 9310: 9307: 9304: 9301: 9298: 9293: 9290: 9287: 9284: 9280: 9276: 9268: 9256: 9251: 9248: 9245: 9242: 9238: 9214: 9211: 9208: 9188: 9185: 9176:for say small 9163: 9160: 9157: 9154: 9150: 9129: 9124: 9121: 9118: 9115: 9111: 9107: 9104: 9101: 9098: 9078: 9058: 9038: 9018: 8998: 8978: 8967: 8966: 8955: 8952: 8949: 8946: 8943: 8940: 8937: 8934: 8931: 8928: 8925: 8922: 8915: 8911: 8906: 8902: 8897: 8893: 8889: 8886: 8881: 8877: 8873: 8870: 8867: 8864: 8861: 8858: 8855: 8852: 8845: 8841: 8836: 8832: 8829: 8826: 8823: 8820: 8817: 8814: 8811: 8806: 8802: 8798: 8795: 8792: 8784: 8780: 8774: 8769: 8763: 8757: 8752: 8748: 8744: 8729: 8726: 8713: 8693: 8673: 8653: 8631: 8626: 8621: 8618: 8615: 8612: 8608: 8587: 8584: 8581: 8578: 8556: 8552: 8548: 8534:Zakai equation 8516: 8512: 8508: 8503: 8499: 8473: 8469: 8446: 8438: 8433: 8429: 8425: 8422: 8418: 8414: 8411: 8402: 8398: 8394: 8389: 8384: 8380: 8376: 8373: 8370: 8367: 8364: 8357: 8354: 8351: 8348: 8345: 8340: 8336: 8332: 8328: 8323: 8319: 8315: 8310: 8307: 8303: 8297: 8292: 8289: 8286: 8282: 8277: 8270: 8265: 8262: 8259: 8255: 8251: 8230: 8227: 8223: 8219: 8216: 8208: 8204: 8200: 8195: 8190: 8186: 8182: 8179: 8176: 8173: 8170: 8162: 8158: 8154: 8151: 8148: 8143: 8139: 8135: 8130: 8127: 8122: 8119: 8114: 8110: 8106: 8101: 8098: 8094: 8088: 8083: 8080: 8077: 8073: 8069: 8066: 8063: 8054: 8050: 8046: 8041: 8036: 8032: 8028: 8025: 8022: 8019: 8016: 8006: 8001: 7997: 7993: 7990: 7987: 7984: 7979: 7974: 7970: 7966: 7963: 7960: 7957: 7951: 7946: 7940: 7931: 7927: 7922: 7918: 7914: 7909: 7906: 7902: 7896: 7891: 7888: 7885: 7881: 7876: 7872: 7869: 7866: 7863: 7858: 7854: 7850: 7825: 7821: 7809: 7808: 7797: 7789: 7784: 7780: 7776: 7773: 7769: 7765: 7762: 7753: 7749: 7745: 7740: 7735: 7731: 7727: 7724: 7721: 7718: 7715: 7705: 7700: 7696: 7692: 7689: 7686: 7683: 7678: 7675: 7670: 7666: 7662: 7659: 7656: 7653: 7650: 7645: 7641: 7634: 7630: 7625: 7621: 7617: 7612: 7609: 7605: 7599: 7594: 7591: 7588: 7584: 7579: 7572: 7567: 7564: 7561: 7557: 7553: 7550: 7547: 7543: 7539: 7536: 7527: 7523: 7519: 7514: 7509: 7505: 7501: 7498: 7495: 7492: 7489: 7479: 7474: 7470: 7466: 7463: 7460: 7457: 7452: 7449: 7444: 7440: 7436: 7433: 7430: 7427: 7424: 7421: 7415: 7411: 7406: 7402: 7398: 7393: 7390: 7386: 7380: 7375: 7372: 7369: 7365: 7360: 7356: 7351: 7347: 7343: 7320: 7309: 7308: 7297: 7294: 7291: 7282: 7278: 7274: 7269: 7266: 7263: 7260: 7257: 7254: 7251: 7239: 7235: 7231: 7226: 7223: 7220: 7217: 7214: 7211: 7208: 7198: 7195: 7192: 7189: 7186: 7183: 7179: 7174: 7169: 7166: 7161: 7157: 7148: 7144: 7140: 7133: 7128: 7122: 7113: 7109: 7105: 7098: 7093: 7086: 7082: 7079: 7076: 7073: 7068: 7065: 7061: 7055: 7052: 7036: 7035: 7024: 7020: 7011: 7007: 7003: 6996: 6993: 6990: 6987: 6984: 6981: 6976: 6970: 6967: 6964: 6956: 6952: 6948: 6941: 6938: 6935: 6932: 6929: 6926: 6921: 6914: 6888: 6880: 6875: 6871: 6867: 6864: 6860: 6856: 6853: 6844: 6840: 6836: 6831: 6826: 6822: 6818: 6815: 6812: 6809: 6806: 6799: 6794: 6790: 6786: 6783: 6780: 6777: 6772: 6768: 6765: 6762: 6757: 6753: 6749: 6746: 6743: 6740: 6737: 6734: 6731: 6728: 6725: 6720: 6716: 6712: 6709: 6706: 6703: 6700: 6697: 6694: 6689: 6685: 6680: 6676: 6672: 6667: 6663: 6659: 6654: 6651: 6647: 6641: 6636: 6633: 6630: 6626: 6621: 6614: 6609: 6606: 6603: 6599: 6595: 6585: 6584: 6573: 6570: 6566: 6562: 6559: 6550: 6546: 6542: 6537: 6532: 6528: 6524: 6521: 6518: 6515: 6512: 6505: 6500: 6496: 6492: 6489: 6486: 6483: 6478: 6474: 6471: 6468: 6463: 6459: 6455: 6452: 6449: 6446: 6441: 6437: 6433: 6430: 6427: 6424: 6421: 6418: 6415: 6412: 6409: 6404: 6400: 6396: 6393: 6390: 6387: 6384: 6381: 6378: 6374: 6368: 6365: 6360: 6356: 6351: 6347: 6343: 6338: 6335: 6331: 6325: 6320: 6317: 6314: 6310: 6306: 6303: 6300: 6292: 6288: 6284: 6279: 6274: 6270: 6266: 6263: 6260: 6257: 6254: 6246: 6241: 6237: 6233: 6230: 6227: 6224: 6218: 6213: 6207: 6200: 6196: 6191: 6187: 6183: 6178: 6175: 6171: 6165: 6160: 6157: 6154: 6150: 6145: 6141: 6138: 6135: 6132: 6127: 6123: 6119: 6091: 6087: 6062: 6058: 6054: 6051: 6047: 6043: 6040: 6031: 6027: 6023: 6018: 6013: 6009: 6005: 6002: 5999: 5996: 5993: 5986: 5983: 5978: 5974: 5970: 5967: 5964: 5961: 5958: 5953: 5949: 5945: 5941: 5936: 5932: 5928: 5923: 5920: 5916: 5910: 5905: 5902: 5899: 5895: 5890: 5883: 5878: 5875: 5872: 5868: 5864: 5861: 5858: 5854: 5850: 5847: 5839: 5835: 5831: 5826: 5821: 5817: 5813: 5810: 5807: 5804: 5801: 5794: 5791: 5786: 5782: 5778: 5775: 5772: 5769: 5766: 5763: 5760: 5756: 5751: 5747: 5743: 5738: 5735: 5731: 5725: 5720: 5717: 5714: 5710: 5705: 5701: 5696: 5692: 5688: 5677: 5676: 5665: 5660: 5656: 5652: 5649: 5641: 5637: 5633: 5627: 5624: 5621: 5618: 5615: 5612: 5608: 5600: 5595: 5586: 5582: 5578: 5572: 5569: 5566: 5563: 5560: 5557: 5553: 5546: 5543: 5540: 5535: 5531: 5527: 5524: 5521: 5518: 5515: 5510: 5506: 5501: 5496: 5493: 5490: 5485: 5482: 5478: 5472: 5467: 5464: 5461: 5457: 5452: 5446: 5441: 5438: 5435: 5431: 5427: 5424: 5421: 5413: 5409: 5405: 5399: 5396: 5393: 5390: 5387: 5384: 5380: 5372: 5367: 5358: 5354: 5350: 5344: 5341: 5338: 5335: 5332: 5329: 5325: 5318: 5315: 5312: 5307: 5303: 5299: 5296: 5293: 5290: 5287: 5284: 5280: 5275: 5272: 5269: 5264: 5261: 5257: 5251: 5246: 5243: 5240: 5236: 5231: 5225: 5220: 5217: 5214: 5210: 5206: 5201: 5197: 5193: 5190: 5183: 5179: 5174: 5169: 5165: 5161: 5158: 5155: 5152: 5149: 5141: 5136: 5133: 5130: 5126: 5111: 5110: 5097: 5093: 5089: 5086: 5083: 5080: 5077: 5072: 5068: 5064: 5061: 5058: 5055: 5052: 5047: 5043: 5039: 5034: 5031: 5028: 5025: 5022: 5019: 5015: 5011: 5008: 5005: 5002: 4999: 4996: 4991: 4987: 4983: 4980: 4977: 4974: 4971: 4968: 4965: 4960: 4957: 4954: 4951: 4948: 4945: 4941: 4937: 4934: 4929: 4925: 4921: 4918: 4915: 4912: 4909: 4884: 4881: 4877: 4854: 4851: 4847: 4835: 4834: 4818: 4814: 4810: 4804: 4801: 4798: 4795: 4792: 4789: 4785: 4777: 4772: 4763: 4759: 4755: 4749: 4746: 4743: 4740: 4737: 4734: 4730: 4723: 4720: 4716: 4711: 4708: 4705: 4700: 4697: 4693: 4687: 4682: 4679: 4676: 4672: 4667: 4661: 4656: 4653: 4650: 4646: 4642: 4639: 4636: 4633: 4628: 4623: 4620: 4617: 4614: 4611: 4608: 4604: 4589: 4588: 4577: 4574: 4565: 4561: 4557: 4552: 4549: 4546: 4543: 4540: 4537: 4534: 4522: 4518: 4514: 4509: 4506: 4503: 4500: 4497: 4494: 4491: 4485: 4482: 4478: 4469: 4465: 4461: 4455: 4452: 4449: 4446: 4443: 4440: 4436: 4430: 4421: 4417: 4413: 4407: 4404: 4401: 4398: 4395: 4392: 4388: 4381: 4377: 4374: 4371: 4368: 4363: 4360: 4356: 4332: 4329: 4326: 4323: 4320: 4298: 4294: 4282: 4281: 4270: 4266: 4257: 4253: 4249: 4244: 4241: 4238: 4235: 4232: 4229: 4226: 4220: 4217: 4214: 4206: 4202: 4198: 4193: 4190: 4187: 4184: 4181: 4178: 4175: 4168: 4142: 4138: 4115: 4111: 4088: 4084: 4063: 4060: 4057: 4054: 4051: 4048: 4026: 4023: 4020: 4017: 4014: 4011: 4007: 3995: 3994: 3978: 3974: 3970: 3967: 3964: 3961: 3958: 3953: 3949: 3945: 3942: 3939: 3936: 3933: 3928: 3924: 3920: 3915: 3910: 3906: 3902: 3899: 3896: 3893: 3889: 3885: 3882: 3879: 3875: 3872: 3869: 3864: 3860: 3856: 3853: 3850: 3847: 3844: 3841: 3838: 3833: 3828: 3824: 3820: 3817: 3814: 3811: 3807: 3803: 3800: 3795: 3791: 3787: 3784: 3781: 3778: 3775: 3750: 3746: 3725: 3705: 3685: 3663: 3659: 3655: 3635: 3615: 3612: 3592: 3572: 3547: 3542: 3538: 3534: 3531: 3528: 3525: 3503: 3498: 3494: 3490: 3487: 3484: 3481: 3459: 3456: 3453: 3448: 3444: 3421: 3418: 3415: 3410: 3406: 3394: 3393: 3382: 3379: 3376: 3371: 3366: 3361: 3358: 3355: 3352: 3346: 3341: 3338: 3335: 3332: 3329: 3326: 3321: 3318: 3313: 3309: 3305: 3300: 3296: 3289: 3286: 3283: 3277: 3272: 3267: 3262: 3259: 3256: 3253: 3247: 3244: 3241: 3238: 3235: 3232: 3229: 3226: 3223: 3218: 3214: 3186: 3182: 3157: 3153: 3130: 3126: 3105: 3102: 3099: 3088: 3087: 3074: 3070: 3066: 3061: 3058: 3055: 3051: 3038: 3035: 3028: 3024: 3018: 3011: 3007: 3001: 2998: 2995: 2988: 2984: 2978: 2971: 2967: 2961: 2956: 2952: 2926: 2922: 2899: 2895: 2885:may evolve in 2870: 2866: 2852: 2851: 2838: 2834: 2830: 2825: 2822: 2819: 2815: 2805: 2799: 2794: 2790: 2786: 2781: 2777: 2773: 2770: 2767: 2762: 2758: 2754: 2749: 2745: 2741: 2736: 2732: 2706: 2702: 2679: 2675: 2665:may evolve in 2652: 2648: 2625: 2619: 2616: 2613: 2610: 2607: 2604: 2601: 2596: 2592: 2588: 2585: 2582: 2578: 2575: 2572: 2569: 2566: 2558: 2553: 2549: 2544: 2539: 2534: 2523: 2522: 2511: 2506: 2502: 2498: 2495: 2492: 2489: 2486: 2483: 2480: 2477: 2472: 2468: 2464: 2461: 2458: 2455: 2452: 2449: 2446: 2443: 2439: 2436: 2433: 2430: 2427: 2422: 2418: 2406: 2405: 2394: 2391: 2388: 2383: 2379: 2375: 2372: 2369: 2366: 2363: 2360: 2357: 2354: 2349: 2345: 2341: 2336: 2332: 2328: 2325: 2322: 2319: 2316: 2313: 2310: 2307: 2303: 2297: 2294: 2289: 2285: 2279: 2274: 2268: 2262: 2259: 2256: 2253: 2250: 2227: 2224: 2221: 2216: 2212: 2191: 2188: 2185: 2182: 2160: 2154: 2151: 2148: 2145: 2142: 2139: 2134: 2130: 2126: 2123: 2120: 2116: 2113: 2110: 2107: 2104: 2101: 2098: 2074: 2070: 2064: 2053: 2052: 2041: 2033: 2029: 2025: 2022: 2017: 2013: 2009: 2006: 2003: 2000: 1997: 1994: 1991: 1988: 1981: 1977: 1972: 1968: 1965: 1962: 1959: 1956: 1953: 1950: 1947: 1941: 1937: 1933: 1930: 1927: 1923: 1920: 1915: 1911: 1907: 1904: 1901: 1898: 1895: 1892: 1889: 1886: 1879: 1875: 1870: 1866: 1861: 1857: 1853: 1850: 1847: 1844: 1841: 1838: 1835: 1832: 1826: 1822: 1815: 1812: 1807: 1804: 1801: 1795: 1791: 1784: 1779: 1773: 1767: 1762: 1758: 1754: 1729: 1725: 1704: 1682: 1678: 1674: 1671: 1668: 1657: 1656: 1645: 1642: 1639: 1636: 1631: 1627: 1623: 1620: 1617: 1614: 1611: 1606: 1603: 1599: 1595: 1587: 1583: 1579: 1574: 1570: 1566: 1560: 1556: 1548: 1543: 1540: 1537: 1534: 1531: 1527: 1521: 1518: 1513: 1510: 1507: 1504: 1501: 1496: 1492: 1488: 1485: 1482: 1479: 1476: 1471: 1467: 1463: 1455: 1451: 1447: 1443: 1436: 1431: 1428: 1425: 1421: 1417: 1414: 1411: 1406: 1401: 1395: 1367: 1362: 1356: 1333: 1330: 1327: 1324: 1321: 1318: 1315: 1312: 1309: 1306: 1303: 1300: 1297: 1294: 1291: 1288: 1283: 1279: 1256: 1252: 1240: 1239: 1228: 1225: 1222: 1219: 1216: 1213: 1210: 1207: 1204: 1201: 1198: 1191: 1187: 1182: 1178: 1173: 1169: 1165: 1162: 1157: 1153: 1149: 1146: 1143: 1140: 1137: 1134: 1131: 1128: 1121: 1117: 1112: 1108: 1105: 1102: 1099: 1096: 1093: 1090: 1087: 1082: 1078: 1074: 1071: 1068: 1060: 1056: 1050: 1045: 1039: 1033: 1028: 1024: 1020: 995: 991: 970: 950: 930: 927: 924: 921: 918: 913: 909: 905: 902: 891: 890: 879: 876: 873: 870: 867: 864: 859: 855: 851: 848: 844: 840: 837: 834: 829: 825: 821: 818: 815: 812: 809: 806: 803: 800: 797: 794: 791: 786: 782: 758: 738: 716: 712: 689: 685: 662: 658: 635: 631: 608: 603: 581: 570: 569: 556: 552: 548: 545: 542: 539: 535: 532: 529: 524: 520: 516: 513: 510: 505: 501: 497: 472: 467: 462: 457: 453: 426: 422: 399: 394: 372: 369: 365: 350: 349: 336: 332: 328: 324: 321: 318: 313: 309: 305: 302: 299: 296: 293: 289: 286: 283: 278: 274: 270: 267: 264: 259: 255: 251: 222: 217: 212: 207: 203: 186: 183: 178: 175: 148: 144: 115: 112: 92:quantum optics 88:ocean dynamics 15: 9: 6: 4: 3: 2: 14685: 14674: 14671: 14669: 14666: 14664: 14661: 14659: 14656: 14654: 14651: 14650: 14648: 14633: 14632: 14623: 14621: 14620: 14611: 14609: 14608: 14603: 14597: 14595: 14594: 14585: 14584: 14581: 14567: 14564: 14562: 14561:Geostatistics 14559: 14557: 14554: 14552: 14549: 14547: 14544: 14543: 14541: 14539: 14535: 14529: 14528:Psychometrics 14526: 14524: 14521: 14519: 14516: 14514: 14511: 14509: 14506: 14504: 14501: 14499: 14496: 14494: 14491: 14489: 14486: 14484: 14481: 14480: 14478: 14476: 14472: 14466: 14463: 14461: 14458: 14456: 14452: 14449: 14447: 14444: 14442: 14439: 14437: 14434: 14433: 14431: 14429: 14425: 14419: 14416: 14414: 14411: 14409: 14405: 14402: 14400: 14397: 14396: 14394: 14392: 14391:Biostatistics 14388: 14384: 14380: 14375: 14371: 14353: 14352:Log-rank test 14350: 14349: 14347: 14343: 14337: 14334: 14333: 14331: 14329: 14325: 14319: 14316: 14314: 14311: 14309: 14306: 14304: 14301: 14300: 14298: 14296: 14292: 14289: 14287: 14283: 14273: 14270: 14268: 14265: 14263: 14260: 14258: 14255: 14253: 14250: 14249: 14247: 14245: 14241: 14235: 14232: 14230: 14227: 14225: 14223:(Box–Jenkins) 14219: 14217: 14214: 14212: 14209: 14205: 14202: 14201: 14200: 14197: 14196: 14194: 14192: 14188: 14182: 14179: 14177: 14176:Durbin–Watson 14174: 14172: 14166: 14164: 14161: 14159: 14158:Dickey–Fuller 14156: 14155: 14153: 14149: 14143: 14140: 14138: 14135: 14133: 14132:Cointegration 14130: 14128: 14125: 14123: 14120: 14118: 14115: 14113: 14110: 14108: 14107:Decomposition 14105: 14104: 14102: 14098: 14095: 14093: 14089: 14079: 14076: 14075: 14074: 14071: 14070: 14069: 14066: 14062: 14059: 14058: 14057: 14054: 14052: 14049: 14047: 14044: 14042: 14039: 14037: 14034: 14032: 14029: 14027: 14024: 14022: 14019: 14018: 14016: 14014: 14010: 14004: 14001: 13999: 13996: 13994: 13991: 13989: 13986: 13984: 13981: 13979: 13978:Cohen's kappa 13976: 13975: 13973: 13971: 13967: 13963: 13959: 13955: 13951: 13947: 13942: 13938: 13924: 13921: 13919: 13916: 13914: 13911: 13909: 13906: 13905: 13903: 13901: 13897: 13891: 13887: 13883: 13877: 13875: 13872: 13871: 13869: 13867: 13863: 13857: 13854: 13852: 13849: 13847: 13844: 13842: 13839: 13837: 13834: 13832: 13831:Nonparametric 13829: 13827: 13824: 13823: 13821: 13817: 13811: 13808: 13806: 13803: 13801: 13798: 13796: 13793: 13792: 13790: 13788: 13784: 13778: 13775: 13773: 13770: 13768: 13765: 13763: 13760: 13758: 13755: 13754: 13752: 13750: 13746: 13740: 13737: 13735: 13732: 13730: 13727: 13725: 13722: 13721: 13719: 13717: 13713: 13709: 13702: 13699: 13697: 13694: 13693: 13689: 13685: 13669: 13666: 13665: 13664: 13661: 13659: 13656: 13654: 13651: 13647: 13644: 13642: 13639: 13638: 13637: 13634: 13633: 13631: 13629: 13625: 13615: 13612: 13608: 13602: 13600: 13594: 13592: 13586: 13585: 13584: 13581: 13580:Nonparametric 13578: 13576: 13570: 13566: 13563: 13562: 13561: 13555: 13551: 13550:Sample median 13548: 13547: 13546: 13543: 13542: 13540: 13538: 13534: 13526: 13523: 13521: 13518: 13516: 13513: 13512: 13511: 13508: 13506: 13503: 13501: 13495: 13493: 13490: 13488: 13485: 13483: 13480: 13478: 13475: 13473: 13471: 13467: 13465: 13462: 13461: 13459: 13457: 13453: 13447: 13445: 13441: 13439: 13437: 13432: 13430: 13425: 13421: 13420: 13417: 13414: 13412: 13408: 13398: 13395: 13393: 13390: 13388: 13385: 13384: 13382: 13380: 13376: 13370: 13367: 13363: 13360: 13359: 13358: 13355: 13351: 13348: 13347: 13346: 13343: 13341: 13338: 13337: 13335: 13333: 13329: 13321: 13318: 13316: 13313: 13312: 13311: 13308: 13306: 13303: 13301: 13298: 13296: 13293: 13291: 13288: 13286: 13283: 13282: 13280: 13278: 13274: 13268: 13265: 13261: 13258: 13254: 13251: 13249: 13246: 13245: 13244: 13241: 13240: 13239: 13236: 13232: 13229: 13227: 13224: 13222: 13219: 13217: 13214: 13213: 13212: 13209: 13208: 13206: 13204: 13200: 13197: 13195: 13191: 13185: 13182: 13180: 13177: 13173: 13170: 13169: 13168: 13165: 13163: 13160: 13156: 13155:loss function 13153: 13152: 13151: 13148: 13144: 13141: 13139: 13136: 13134: 13131: 13130: 13129: 13126: 13124: 13121: 13119: 13116: 13112: 13109: 13107: 13104: 13102: 13096: 13093: 13092: 13091: 13088: 13084: 13081: 13079: 13076: 13074: 13071: 13070: 13069: 13066: 13062: 13059: 13057: 13054: 13053: 13052: 13049: 13045: 13042: 13041: 13040: 13037: 13033: 13030: 13029: 13028: 13025: 13023: 13020: 13018: 13015: 13013: 13010: 13009: 13007: 13005: 13001: 12997: 12993: 12988: 12984: 12970: 12967: 12965: 12962: 12960: 12957: 12955: 12952: 12951: 12949: 12947: 12943: 12937: 12934: 12932: 12929: 12927: 12924: 12923: 12921: 12917: 12911: 12908: 12906: 12903: 12901: 12898: 12896: 12893: 12891: 12888: 12886: 12883: 12881: 12878: 12877: 12875: 12873: 12869: 12863: 12860: 12858: 12857:Questionnaire 12855: 12853: 12850: 12846: 12843: 12841: 12838: 12837: 12836: 12833: 12832: 12830: 12828: 12824: 12818: 12815: 12813: 12810: 12808: 12805: 12803: 12800: 12798: 12795: 12793: 12790: 12788: 12785: 12783: 12780: 12779: 12777: 12775: 12771: 12767: 12763: 12758: 12754: 12740: 12737: 12735: 12732: 12730: 12727: 12725: 12722: 12720: 12717: 12715: 12712: 12710: 12707: 12705: 12702: 12700: 12697: 12695: 12692: 12690: 12687: 12685: 12684:Control chart 12682: 12680: 12677: 12675: 12672: 12670: 12667: 12666: 12664: 12662: 12658: 12652: 12649: 12645: 12642: 12640: 12637: 12636: 12635: 12632: 12630: 12627: 12625: 12622: 12621: 12619: 12617: 12613: 12607: 12604: 12602: 12599: 12597: 12594: 12593: 12591: 12587: 12581: 12578: 12577: 12575: 12573: 12569: 12557: 12554: 12552: 12549: 12547: 12544: 12543: 12542: 12539: 12537: 12534: 12533: 12531: 12529: 12525: 12519: 12516: 12514: 12511: 12509: 12506: 12504: 12501: 12499: 12496: 12494: 12491: 12489: 12486: 12485: 12483: 12481: 12477: 12471: 12468: 12466: 12463: 12459: 12456: 12454: 12451: 12449: 12446: 12444: 12441: 12439: 12436: 12434: 12431: 12429: 12426: 12424: 12421: 12419: 12416: 12414: 12411: 12410: 12409: 12406: 12405: 12403: 12401: 12397: 12394: 12392: 12388: 12384: 12380: 12375: 12371: 12365: 12362: 12360: 12357: 12356: 12353: 12349: 12342: 12337: 12335: 12330: 12328: 12323: 12322: 12319: 12307: 12304: 12302: 12299: 12298: 12295: 12289: 12286: 12284: 12281: 12279: 12276: 12274: 12271: 12269: 12266: 12264: 12261: 12259: 12256: 12254: 12251: 12249: 12246: 12244: 12241: 12239: 12236: 12234: 12231: 12229: 12226: 12224: 12221: 12219: 12216: 12214: 12211: 12209: 12206: 12205: 12203: 12199: 12191: 12188: 12186: 12183: 12182: 12181: 12178: 12176: 12173: 12171: 12168: 12166: 12163: 12161: 12160:Stopping time 12158: 12154: 12151: 12150: 12149: 12146: 12144: 12141: 12139: 12136: 12134: 12131: 12129: 12126: 12124: 12121: 12119: 12116: 12114: 12111: 12109: 12106: 12104: 12101: 12099: 12096: 12094: 12091: 12089: 12086: 12084: 12081: 12079: 12076: 12074: 12071: 12069: 12066: 12064: 12061: 12059: 12056: 12054: 12051: 12049: 12046: 12044: 12041: 12039: 12036: 12034: 12031: 12029: 12026: 12024: 12021: 12019: 12016: 12014: 12011: 12010: 12008: 12004: 11998: 11995: 11993: 11990: 11988: 11985: 11983: 11980: 11978: 11975: 11974: 11972: 11970: 11966: 11959: 11955: 11951: 11950:Hewitt–Savage 11947: 11943: 11939: 11935: 11934:Zero–one laws 11932: 11930: 11927: 11925: 11922: 11920: 11917: 11915: 11912: 11910: 11907: 11905: 11902: 11900: 11897: 11895: 11892: 11890: 11887: 11885: 11882: 11881: 11879: 11875: 11869: 11866: 11864: 11861: 11859: 11856: 11854: 11851: 11849: 11846: 11844: 11841: 11839: 11836: 11834: 11831: 11829: 11826: 11824: 11821: 11819: 11816: 11814: 11811: 11809: 11806: 11804: 11801: 11799: 11796: 11795: 11793: 11789: 11783: 11780: 11778: 11775: 11773: 11770: 11768: 11765: 11763: 11760: 11758: 11755: 11754: 11752: 11750: 11746: 11740: 11737: 11735: 11732: 11730: 11727: 11725: 11722: 11721: 11719: 11717: 11713: 11707: 11704: 11702: 11699: 11697: 11694: 11692: 11689: 11687: 11684: 11682: 11679: 11677: 11674: 11672: 11669: 11667: 11664: 11662: 11659: 11657: 11654: 11652: 11649: 11647: 11644: 11642: 11639: 11637: 11634: 11632: 11631:Black–Scholes 11629: 11627: 11624: 11622: 11619: 11617: 11614: 11613: 11611: 11609: 11605: 11599: 11596: 11594: 11591: 11589: 11586: 11584: 11581: 11579: 11576: 11574: 11571: 11570: 11568: 11566: 11562: 11556: 11553: 11551: 11548: 11544: 11541: 11539: 11536: 11535: 11534: 11533:Point process 11531: 11529: 11526: 11524: 11521: 11519: 11516: 11512: 11509: 11507: 11504: 11503: 11502: 11499: 11497: 11494: 11492: 11491:Gibbs measure 11489: 11487: 11484: 11482: 11479: 11478: 11476: 11472: 11466: 11463: 11461: 11458: 11456: 11453: 11451: 11448: 11446: 11443: 11439: 11436: 11434: 11431: 11429: 11426: 11424: 11421: 11420: 11419: 11416: 11414: 11411: 11409: 11406: 11404: 11401: 11399: 11396: 11395: 11393: 11389: 11383: 11380: 11378: 11375: 11373: 11370: 11368: 11365: 11363: 11360: 11358: 11355: 11353: 11350: 11348: 11345: 11343: 11340: 11336: 11333: 11331: 11328: 11327: 11326: 11323: 11321: 11318: 11316: 11313: 11311: 11308: 11306: 11303: 11301: 11298: 11296: 11293: 11291: 11288: 11286: 11283: 11281: 11280:ItĂ´ diffusion 11278: 11276: 11273: 11271: 11268: 11266: 11263: 11261: 11258: 11256: 11255:Gamma process 11253: 11251: 11248: 11246: 11243: 11241: 11238: 11236: 11233: 11231: 11228: 11226: 11223: 11221: 11218: 11216: 11213: 11211: 11208: 11204: 11201: 11199: 11196: 11194: 11191: 11189: 11186: 11184: 11181: 11180: 11179: 11176: 11172: 11169: 11168: 11167: 11164: 11162: 11159: 11157: 11154: 11153: 11151: 11149: 11145: 11137: 11134: 11132: 11129: 11127: 11126:Self-avoiding 11124: 11122: 11119: 11118: 11117: 11114: 11112: 11111:Moran process 11109: 11107: 11104: 11102: 11099: 11097: 11094: 11092: 11089: 11087: 11084: 11082: 11079: 11078: 11076: 11074: 11073:Discrete time 11070: 11066: 11059: 11054: 11052: 11047: 11045: 11040: 11039: 11036: 11026:(4): 593–605. 11025: 11021: 11014: 11006: 10999: 10991: 10987: 10980: 10973:(2): 329–356. 10972: 10968: 10961: 10953: 10949: 10942: 10934: 10930: 10923: 10915: 10911: 10904: 10897:(1): 176–199. 10896: 10892: 10885: 10878:(6): 945–956. 10877: 10873: 10866: 10859:(4): 407–430. 10858: 10854: 10847: 10837: 10828: 10826: 10815: 10813: 10806: 10800: 10793:(1): 176–213. 10792: 10788: 10781: 10779: 10777: 10775: 10766: 10762: 10755: 10753: 10751: 10749: 10747: 10745: 10737: 10731: 10724: 10718: 10711:(3): 407–430. 10710: 10706: 10699: 10697: 10695: 10693: 10691: 10689: 10687: 10679:(2): 247–252. 10678: 10674: 10670: 10664: 10662: 10660: 10658: 10656: 10654: 10643: 10638: 10634: 10633: 10625: 10619: 10617: 10612: 10602: 10599: 10597: 10594: 10592: 10589: 10587: 10584: 10582: 10579: 10578: 10572: 10570: 10566: 10562: 10558: 10553: 10549: 10539: 10523: 10519: 10498: 10495: 10486: 10467: 10464: 10461: 10458: 10454: 10450: 10447: 10441: 10416: 10413: 10410: 10407: 10403: 10396: 10374: 10370: 10347: 10339: 10336: 10313: 10310: 10288: 10280: 10277: 10265: 10252: 10243: 10240: 10237: 10231: 10228: 10220: 10217: 10214: 10211: 10207: 10200: 10189: 10177: 10172: 10169: 10166: 10163: 10159: 10132: 10111: 10088: 10082: 10060: 10038: 10016: 10012: 10008: 9999: 9972: 9949: 9945: 9941: 9932: 9905: 9882: 9878: 9874: 9869: 9845: 9841: 9837: 9834: 9825: 9811: 9808: 9786: 9778: 9775: 9749: 9735: 9732: 9729: 9726: 9722: 9718: 9715: 9709: 9706: 9701: 9698: 9695: 9692: 9688: 9681: 9671: 9670: 9669: 9655: 9652: 9643: 9642:convergence. 9629: 9626: 9604: 9596: 9593: 9570: 9567: 9545: 9537: 9534: 9502: 9489: 9486: 9483: 9480: 9476: 9472: 9469: 9463: 9460: 9455: 9452: 9449: 9446: 9442: 9430: 9426: 9418: 9417: 9416: 9402: 9399: 9377: 9373: 9363: 9346: 9320: 9311: 9308: 9305: 9299: 9296: 9291: 9288: 9285: 9282: 9278: 9266: 9254: 9249: 9246: 9243: 9240: 9236: 9228: 9227: 9226: 9209: 9186: 9183: 9161: 9158: 9155: 9152: 9148: 9122: 9119: 9116: 9113: 9109: 9105: 9102: 9096: 9076: 9056: 9036: 9016: 8996: 8976: 8953: 8947: 8944: 8935: 8932: 8929: 8923: 8913: 8909: 8904: 8900: 8895: 8891: 8887: 8879: 8865: 8862: 8859: 8853: 8843: 8839: 8834: 8830: 8824: 8821: 8818: 8812: 8804: 8800: 8796: 8793: 8790: 8782: 8778: 8772: 8767: 8755: 8750: 8746: 8742: 8735: 8734: 8733: 8725: 8711: 8691: 8671: 8651: 8629: 8616: 8610: 8582: 8576: 8554: 8550: 8546: 8537: 8535: 8530: 8514: 8510: 8506: 8497: 8487: 8467: 8457: 8444: 8436: 8431: 8427: 8423: 8420: 8416: 8412: 8409: 8400: 8396: 8382: 8378: 8374: 8371: 8365: 8352: 8349: 8346: 8338: 8334: 8330: 8321: 8317: 8308: 8305: 8301: 8295: 8290: 8287: 8284: 8280: 8275: 8268: 8263: 8260: 8257: 8253: 8249: 8241: 8228: 8225: 8221: 8217: 8214: 8206: 8202: 8188: 8184: 8180: 8177: 8171: 8160: 8149: 8141: 8137: 8128: 8125: 8120: 8112: 8108: 8099: 8096: 8092: 8086: 8081: 8078: 8075: 8071: 8067: 8064: 8061: 8052: 8048: 8034: 8030: 8026: 8023: 8017: 7999: 7995: 7991: 7988: 7982: 7972: 7968: 7964: 7961: 7955: 7949: 7944: 7929: 7920: 7916: 7907: 7904: 7900: 7894: 7889: 7886: 7883: 7879: 7874: 7870: 7864: 7856: 7852: 7848: 7839: 7823: 7819: 7795: 7787: 7782: 7778: 7774: 7771: 7767: 7763: 7760: 7751: 7747: 7733: 7729: 7725: 7722: 7716: 7698: 7694: 7690: 7687: 7681: 7668: 7664: 7660: 7657: 7651: 7643: 7639: 7632: 7623: 7619: 7610: 7607: 7603: 7597: 7592: 7589: 7586: 7582: 7577: 7570: 7565: 7562: 7559: 7555: 7551: 7548: 7545: 7541: 7537: 7534: 7525: 7521: 7507: 7503: 7499: 7496: 7490: 7472: 7468: 7464: 7461: 7455: 7442: 7438: 7434: 7431: 7425: 7419: 7413: 7404: 7400: 7391: 7388: 7384: 7378: 7373: 7370: 7367: 7363: 7358: 7354: 7349: 7345: 7341: 7334: 7333: 7332: 7318: 7295: 7292: 7289: 7280: 7276: 7264: 7261: 7258: 7252: 7237: 7233: 7221: 7218: 7215: 7209: 7193: 7190: 7187: 7181: 7177: 7172: 7167: 7164: 7159: 7155: 7146: 7142: 7131: 7120: 7111: 7107: 7096: 7084: 7080: 7074: 7066: 7063: 7059: 7053: 7050: 7041: 7040: 7039: 7022: 7018: 7009: 7005: 6991: 6988: 6985: 6979: 6968: 6965: 6962: 6954: 6950: 6936: 6933: 6930: 6924: 6912: 6904: 6903: 6902: 6899: 6886: 6878: 6873: 6869: 6865: 6862: 6858: 6854: 6851: 6842: 6838: 6824: 6820: 6816: 6813: 6807: 6792: 6788: 6784: 6781: 6775: 6770: 6766: 6763: 6755: 6751: 6747: 6744: 6738: 6732: 6729: 6726: 6718: 6714: 6710: 6707: 6701: 6698: 6695: 6687: 6683: 6678: 6674: 6665: 6661: 6652: 6649: 6645: 6639: 6634: 6631: 6628: 6624: 6619: 6612: 6607: 6604: 6601: 6597: 6593: 6571: 6568: 6564: 6560: 6557: 6548: 6544: 6530: 6526: 6522: 6519: 6513: 6498: 6494: 6490: 6487: 6481: 6476: 6472: 6469: 6461: 6457: 6453: 6450: 6444: 6439: 6428: 6425: 6422: 6416: 6410: 6407: 6402: 6391: 6388: 6385: 6379: 6372: 6366: 6363: 6358: 6349: 6345: 6336: 6333: 6329: 6323: 6318: 6315: 6312: 6308: 6304: 6301: 6298: 6290: 6286: 6272: 6268: 6264: 6261: 6255: 6239: 6235: 6231: 6228: 6222: 6216: 6211: 6198: 6189: 6185: 6176: 6173: 6169: 6163: 6158: 6155: 6152: 6148: 6143: 6139: 6133: 6125: 6121: 6117: 6110: 6109: 6108: 6105: 6089: 6085: 6075: 6060: 6056: 6052: 6049: 6045: 6041: 6038: 6029: 6025: 6011: 6007: 6003: 6000: 5994: 5976: 5972: 5968: 5965: 5959: 5951: 5947: 5943: 5934: 5930: 5921: 5918: 5914: 5908: 5903: 5900: 5897: 5893: 5888: 5881: 5876: 5873: 5870: 5866: 5862: 5859: 5856: 5852: 5848: 5845: 5837: 5833: 5819: 5815: 5811: 5808: 5802: 5784: 5780: 5776: 5773: 5767: 5761: 5758: 5749: 5745: 5736: 5733: 5729: 5723: 5718: 5715: 5712: 5708: 5703: 5699: 5694: 5690: 5686: 5663: 5658: 5654: 5650: 5647: 5639: 5635: 5622: 5619: 5616: 5610: 5598: 5593: 5584: 5580: 5567: 5564: 5561: 5555: 5544: 5533: 5529: 5525: 5522: 5516: 5508: 5504: 5499: 5491: 5483: 5480: 5476: 5470: 5465: 5462: 5459: 5455: 5450: 5444: 5439: 5436: 5433: 5429: 5425: 5422: 5419: 5411: 5407: 5394: 5391: 5388: 5382: 5370: 5365: 5356: 5352: 5339: 5336: 5333: 5327: 5316: 5305: 5301: 5297: 5294: 5288: 5282: 5278: 5270: 5262: 5259: 5255: 5249: 5244: 5241: 5238: 5234: 5229: 5223: 5218: 5215: 5212: 5208: 5204: 5199: 5195: 5191: 5188: 5181: 5177: 5167: 5163: 5159: 5156: 5150: 5139: 5134: 5131: 5128: 5124: 5116: 5115: 5114: 5095: 5091: 5087: 5084: 5070: 5066: 5062: 5059: 5053: 5045: 5041: 5029: 5026: 5023: 5017: 5009: 5006: 5003: 4989: 4985: 4981: 4978: 4972: 4966: 4955: 4952: 4949: 4943: 4935: 4927: 4923: 4919: 4916: 4910: 4907: 4900: 4899: 4898: 4882: 4879: 4875: 4852: 4849: 4845: 4816: 4812: 4799: 4796: 4793: 4787: 4775: 4770: 4761: 4757: 4744: 4741: 4738: 4732: 4721: 4718: 4714: 4706: 4698: 4695: 4691: 4685: 4680: 4677: 4674: 4670: 4665: 4659: 4654: 4651: 4648: 4644: 4640: 4634: 4626: 4618: 4615: 4612: 4606: 4594: 4593: 4592: 4575: 4572: 4563: 4559: 4547: 4544: 4541: 4535: 4520: 4516: 4504: 4501: 4498: 4492: 4483: 4480: 4476: 4467: 4463: 4450: 4447: 4444: 4438: 4428: 4419: 4415: 4402: 4399: 4396: 4390: 4379: 4375: 4369: 4361: 4358: 4354: 4346: 4345: 4344: 4327: 4324: 4321: 4296: 4292: 4268: 4264: 4255: 4251: 4239: 4236: 4233: 4227: 4218: 4215: 4212: 4204: 4200: 4188: 4185: 4182: 4176: 4166: 4158: 4157: 4156: 4140: 4136: 4113: 4109: 4082: 4058: 4055: 4052: 4046: 4021: 4018: 4015: 4009: 3976: 3972: 3968: 3965: 3951: 3947: 3943: 3940: 3934: 3926: 3922: 3908: 3904: 3900: 3897: 3891: 3883: 3880: 3877: 3862: 3858: 3854: 3851: 3845: 3839: 3826: 3822: 3818: 3815: 3809: 3801: 3793: 3789: 3785: 3782: 3776: 3773: 3766: 3765: 3764: 3744: 3723: 3703: 3683: 3676:vector field 3661: 3657: 3653: 3633: 3626:vector field 3613: 3610: 3590: 3570: 3561: 3540: 3536: 3532: 3529: 3523: 3496: 3492: 3488: 3485: 3479: 3454: 3446: 3442: 3416: 3408: 3404: 3380: 3369: 3359: 3353: 3350: 3344: 3336: 3333: 3330: 3324: 3316: 3311: 3307: 3303: 3294: 3287: 3284: 3270: 3260: 3254: 3251: 3245: 3239: 3236: 3233: 3227: 3221: 3212: 3204: 3203: 3202: 3184: 3180: 3155: 3151: 3128: 3124: 3100: 3072: 3068: 3064: 3059: 3056: 3053: 3049: 3036: 3026: 3022: 3016: 3009: 3005: 2996: 2986: 2982: 2976: 2969: 2965: 2954: 2950: 2942: 2941: 2940: 2924: 2920: 2897: 2893: 2868: 2864: 2836: 2832: 2828: 2823: 2820: 2817: 2813: 2803: 2792: 2788: 2784: 2779: 2775: 2768: 2760: 2756: 2752: 2747: 2743: 2734: 2730: 2722: 2721: 2720: 2704: 2700: 2677: 2673: 2650: 2646: 2636: 2623: 2614: 2611: 2608: 2602: 2594: 2590: 2586: 2583: 2580: 2573: 2567: 2556: 2551: 2547: 2542: 2537: 2532: 2509: 2504: 2490: 2487: 2484: 2478: 2470: 2466: 2462: 2456: 2453: 2450: 2444: 2437: 2434: 2428: 2420: 2416: 2408: 2407: 2392: 2381: 2370: 2367: 2364: 2358: 2347: 2343: 2339: 2334: 2323: 2320: 2317: 2311: 2301: 2295: 2292: 2287: 2283: 2277: 2272: 2260: 2254: 2248: 2241: 2240: 2239: 2222: 2214: 2210: 2186: 2180: 2171: 2158: 2152: 2149: 2146: 2140: 2132: 2128: 2124: 2121: 2118: 2111: 2105: 2102: 2099: 2096: 2072: 2068: 2062: 2039: 2031: 2027: 2023: 2020: 2015: 2001: 1998: 1995: 1989: 1979: 1975: 1970: 1966: 1960: 1957: 1954: 1948: 1939: 1935: 1931: 1928: 1925: 1913: 1902: 1899: 1896: 1890: 1877: 1873: 1868: 1864: 1859: 1848: 1845: 1842: 1836: 1824: 1820: 1813: 1810: 1805: 1802: 1799: 1793: 1789: 1782: 1777: 1765: 1760: 1756: 1752: 1745: 1744: 1743: 1727: 1723: 1702: 1680: 1676: 1672: 1669: 1666: 1637: 1629: 1625: 1618: 1615: 1612: 1604: 1601: 1597: 1585: 1581: 1572: 1568: 1558: 1546: 1541: 1538: 1535: 1532: 1529: 1525: 1519: 1516: 1511: 1502: 1494: 1490: 1483: 1480: 1477: 1469: 1465: 1453: 1449: 1434: 1429: 1426: 1423: 1419: 1415: 1412: 1409: 1404: 1399: 1383: 1382: 1381: 1365: 1360: 1331: 1328: 1325: 1319: 1313: 1307: 1301: 1298: 1295: 1289: 1281: 1277: 1254: 1250: 1223: 1220: 1211: 1208: 1205: 1199: 1189: 1185: 1180: 1176: 1171: 1167: 1163: 1155: 1141: 1138: 1135: 1129: 1119: 1115: 1110: 1106: 1100: 1097: 1094: 1088: 1080: 1076: 1072: 1069: 1066: 1058: 1054: 1048: 1043: 1031: 1026: 1022: 1018: 1011: 1010: 1009: 993: 989: 968: 948: 925: 922: 919: 916: 911: 907: 900: 871: 868: 865: 862: 857: 853: 846: 838: 835: 832: 827: 823: 816: 813: 810: 807: 804: 801: 798: 792: 784: 780: 772: 771: 770: 756: 736: 714: 710: 687: 683: 660: 656: 633: 629: 606: 579: 554: 550: 546: 543: 540: 537: 530: 527: 522: 518: 511: 508: 503: 499: 495: 488: 487: 486: 470: 460: 455: 451: 442: 424: 420: 397: 370: 367: 363: 355: 334: 330: 326: 319: 316: 311: 307: 300: 297: 294: 291: 284: 281: 276: 272: 265: 262: 257: 253: 249: 242: 241: 240: 238: 220: 210: 205: 201: 191: 182: 174: 172: 168: 164: 146: 142: 133: 129: 125: 124:Damiano Brigo 121: 111: 109: 105: 101: 97: 93: 89: 85: 81: 77: 73: 69: 65: 61: 57: 53: 49: 44: 42: 37: 33: 29: 25: 22:are a set of 21: 14629: 14617: 14598: 14591: 14503:Econometrics 14453: / 14436:Chemometrics 14413:Epidemiology 14406: / 14379:Applications 14221:ARIMA model 14168:Q-statistic 14117:Stationarity 14013:Multivariate 13956: / 13952: / 13950:Multivariate 13948: / 13888: / 13884: / 13658:Bayes factor 13557:Signed rank 13469: 13443: 13435: 13423: 13118:Completeness 12954:Cohort study 12852:Opinion poll 12787:Missing data 12774:Study design 12729:Scatter plot 12651:Scatter plot 12644:Spearman's ρ 12606:Grouped data 12218:Econometrics 12180:Wiener space 12068:ItĂ´ integral 11969:Inequalities 11858:Self-similar 11828:Gauss–Markov 11818:Exchangeable 11798:CĂ dlĂ g paths 11734:Risk process 11686:LIBOR market 11555:Random graph 11550:Random field 11362:Superprocess 11300:LĂŠvy process 11295:Jump process 11270:Hunt process 11106:Markov chain 11023: 11019: 11013: 11004: 10998: 10989: 10985: 10979: 10970: 10966: 10960: 10951: 10947: 10941: 10932: 10928: 10922: 10913: 10909: 10903: 10894: 10890: 10884: 10875: 10871: 10865: 10856: 10852: 10846: 10836: 10799: 10790: 10786: 10764: 10760: 10730: 10717: 10708: 10704: 10676: 10672: 10637:the original 10630: 10545: 10542:Applications 10487: 10266: 9826: 9764: 9644: 9523: 9364: 9335: 8968: 8731: 8538: 8531: 8488: 8458: 8242: 7840: 7810: 7310: 7037: 6900: 6586: 6106: 6076: 5678: 5112: 4836: 4590: 4283: 3996: 3562: 3395: 3089: 2853: 2637: 2524: 2172: 2054: 1658: 1241: 892: 571: 353: 351: 192: 188: 180: 117: 45: 19: 18: 14631:WikiProject 14546:Cartography 14508:Jurimetrics 14460:Reliability 14191:Time domain 14170:(Ljung–Box) 14092:Time-series 13970:Categorical 13954:Time-series 13946:Categorical 13881:(Bernoulli) 13716:Correlation 13696:Correlation 13492:Jarque–Bera 13464:Chi-squared 13226:M-estimator 13179:Asymptotics 13123:Sufficiency 12890:Interaction 12802:Replication 12782:Effect size 12739:Violin plot 12719:Radar chart 12699:Forest plot 12689:Correlogram 12639:Kendall's τ 12263:Ruin theory 12201:Disciplines 12073:ItĂ´'s lemma 11848:Predictable 11523:Percolation 11506:Potts model 11501:Ising model 11465:White noise 11423:Differences 11285:ItĂ´ process 11225:Cox process 11121:Loop-erased 11116:Random walk 10967:SIAM Review 10569:time series 9765:To achieve 7311:The metric 961:up to time 749:up to time 621:valued and 412:valued and 104:time series 50:, Gaussian 14647:Categories 14498:Demography 14216:ARMA model 14021:Regression 13598:(Friedman) 13559:(Wilcoxon) 13497:Normality 13487:Lilliefors 13434:Student's 13310:Resampling 13184:Robustness 13172:divergence 13162:Efficiency 13100:(monotone) 13095:Likelihood 13012:Population 12845:Stratified 12797:Population 12616:Dependence 12572:Count data 12503:Percentile 12480:Dispersion 12413:Arithmetic 12348:Statistics 12273:Statistics 12053:Filtration 11954:Kolmogorov 11938:Blumenthal 11863:Stationary 11803:Continuous 11791:Properties 11676:Hull–White 11418:Martingale 11305:Local time 11193:Fractional 11171:pure birth 10948:Automatica 10872:Automatica 10767:(1): 1–33. 10607:References 10548:navigation 171:jet bundle 84:navigation 24:algorithms 13879:Logistic 13646:posterior 13572:Rank sum 13320:Jackknife 13315:Bootstrap 13133:Bootstrap 13068:Parameter 13017:Statistic 12812:Statistic 12724:Run chart 12709:Pie chart 12704:Histogram 12694:Fan chart 12669:Bar chart 12551:L-moments 12438:Geometric 12185:Classical 11198:Geometric 11188:Excursion 10819:Lancaster 10705:Bernoulli 10520:θ 10465:δ 10455:θ 10448:⋅ 10414:δ 10397:π 10337:δ 10311:δ 10278:δ 10250:‖ 10244:θ 10238:⋅ 10229:− 10218:δ 10201:π 10198:‖ 10190:θ 10178:≈ 10170:δ 10160:θ 10137:Θ 10083:π 10004:Θ 9977:Θ 9937:Θ 9910:Θ 9875:∈ 9838:∈ 9809:δ 9776:δ 9747:‖ 9733:δ 9723:θ 9716:⋅ 9707:− 9699:δ 9679:‖ 9653:δ 9627:δ 9594:δ 9568:δ 9535:δ 9499:‖ 9487:δ 9477:θ 9470:⋅ 9461:− 9453:δ 9439:‖ 9400:δ 9374:θ 9350:‖ 9347:⋅ 9344:‖ 9318:‖ 9312:θ 9306:⋅ 9297:− 9289:δ 9275:‖ 9267:θ 9255:≈ 9247:δ 9237:θ 9213:‖ 9210:⋅ 9207:‖ 9184:δ 9159:δ 9120:δ 9110:θ 9103:⋅ 8930:⋅ 8901:− 8860:⋅ 8831:− 8819:⋅ 8773:∗ 8569:, namely 8502:Θ 8472:Θ 8421:∘ 8397:θ 8393:∂ 8379:θ 8363:∂ 8331:∫ 8318:θ 8281:∑ 8254:∑ 8203:θ 8199:∂ 8185:θ 8169:∂ 8121:∫ 8109:θ 8072:∑ 8068:− 8049:θ 8045:∂ 8031:θ 8015:∂ 7996:θ 7969:θ 7950:∗ 7930:∫ 7917:θ 7880:∑ 7853:θ 7820:θ 7772:∘ 7748:θ 7744:∂ 7730:θ 7714:∂ 7695:θ 7665:θ 7633:∫ 7620:θ 7583:∑ 7556:∑ 7522:θ 7518:∂ 7504:θ 7488:∂ 7469:θ 7439:θ 7414:∫ 7401:θ 7364:∑ 7346:θ 7277:θ 7273:∂ 7265:θ 7250:∂ 7234:θ 7230:∂ 7222:θ 7207:∂ 7194:θ 7173:∫ 7143:θ 7139:∂ 7127:∂ 7108:θ 7104:∂ 7092:∂ 7075:θ 7006:θ 7002:∂ 6992:θ 6986:⋅ 6975:∂ 6966:⋯ 6951:θ 6947:∂ 6937:θ 6931:⋅ 6920:∂ 6863:∘ 6839:θ 6835:∂ 6821:θ 6805:∂ 6789:θ 6752:θ 6711:∫ 6708:− 6675:∫ 6662:θ 6646:γ 6625:∑ 6598:∑ 6545:θ 6541:∂ 6527:θ 6511:∂ 6495:θ 6458:θ 6411:∫ 6408:− 6359:∫ 6346:θ 6330:γ 6309:∑ 6305:− 6287:θ 6283:∂ 6269:θ 6253:∂ 6236:θ 6217:∗ 6199:∫ 6186:θ 6170:γ 6149:∑ 6122:θ 6086:θ 6050:∘ 6026:θ 6022:∂ 6008:θ 5992:∂ 5973:θ 5944:∫ 5931:θ 5915:γ 5894:∑ 5867:∑ 5834:θ 5830:∂ 5816:θ 5800:∂ 5781:θ 5759:∫ 5746:θ 5730:γ 5709:∑ 5691:θ 5648:∘ 5636:θ 5632:∂ 5623:θ 5617:⋅ 5607:∂ 5581:θ 5577:∂ 5568:θ 5562:⋅ 5552:∂ 5530:θ 5523:⋅ 5492:θ 5477:γ 5456:∑ 5430:∑ 5408:θ 5404:∂ 5395:θ 5389:⋅ 5379:∂ 5353:θ 5349:∂ 5340:θ 5334:⋅ 5324:∂ 5302:θ 5295:⋅ 5271:θ 5256:γ 5235:∑ 5209:∑ 5196:θ 5189:∘ 5178:θ 5164:θ 5157:⋅ 5148:∂ 5125:∑ 5085:∘ 5067:θ 5060:⋅ 5030:θ 5024:⋅ 5014:Π 4986:θ 4979:⋅ 4956:θ 4950:⋅ 4940:Π 4924:θ 4917:⋅ 4876:γ 4846:γ 4813:θ 4809:∂ 4800:θ 4794:⋅ 4784:∂ 4758:θ 4754:∂ 4745:θ 4739:⋅ 4729:∂ 4707:θ 4692:γ 4671:∑ 4645:∑ 4627:γ 4619:θ 4613:⋅ 4603:Π 4560:θ 4556:∂ 4548:θ 4533:∂ 4517:θ 4513:∂ 4505:θ 4490:∂ 4484:∫ 4464:θ 4460:∂ 4451:θ 4445:⋅ 4435:∂ 4416:θ 4412:∂ 4403:θ 4397:⋅ 4387:∂ 4370:θ 4355:γ 4331:⟩ 4328:⋅ 4322:⋅ 4319:⟨ 4252:θ 4248:∂ 4240:θ 4234:⋅ 4225:∂ 4216:⋯ 4201:θ 4197:∂ 4189:θ 4183:⋅ 4174:∂ 4087:Θ 4059:θ 4053:⋅ 4022:θ 4016:⋅ 4006:Π 3966:∘ 3948:θ 3941:⋅ 3905:θ 3898:⋅ 3888:Π 3859:θ 3852:⋅ 3823:θ 3816:⋅ 3806:Π 3790:θ 3783:⋅ 3749:Θ 3537:θ 3493:θ 3360:⊂ 3357:Θ 3354:∈ 3351:θ 3337:θ 3331:⋅ 3299:Θ 3261:⊂ 3258:Θ 3255:∈ 3252:θ 3240:θ 3234:⋅ 3217:Θ 3104:‖ 3101:⋅ 3098:‖ 3065:∈ 3034:‖ 3017:− 3000:‖ 2829:∈ 2798:‖ 2785:− 2772:‖ 2609:∘ 2485:⋅ 2463:− 2451:⋅ 2365:⋅ 2340:− 2318:⋅ 2288:− 2278:∗ 2147:∘ 2021:∘ 1996:⋅ 1967:− 1955:⋅ 1897:⋅ 1865:− 1843:⋅ 1806:− 1783:∗ 1677:σ 1673:σ 1578:∂ 1565:∂ 1555:∂ 1526:∑ 1446:∂ 1442:∂ 1420:∑ 1416:− 1405:∗ 1366:∗ 1299:∫ 1206:⋅ 1177:− 1136:⋅ 1107:− 1095:⋅ 1049:∗ 923:≤ 901:σ 869:≤ 847:σ 833:∈ 461:∈ 364:σ 301:σ 211:∈ 26:based on 14593:Category 14286:Survival 14163:Johansen 13886:Binomial 13841:Isotonic 13428:(normal) 13073:location 12880:Blocking 12835:Sampling 12714:Q–Q plot 12679:Box plot 12661:Graphics 12556:Skewness 12546:Kurtosis 12518:Variance 12448:Heronian 12443:Harmonic 12306:Category 12190:Abstract 11724:BĂźhlmann 11330:Compound 10954:: 59–68. 10575:See also 10389:between 7156:⟩ 7085:⟨ 5594:⟩ 5500:⟨ 5366:⟩ 5279:⟨ 4771:⟩ 4715:⟨ 4477:⟩ 4380:⟨ 122:work of 64:manifold 52:mixtures 14619:Commons 14566:Kriging 14451:Process 14408:studies 14267:Wavelet 14100:General 13267:Plug-in 13061:L space 12840:Cluster 12541:Moments 12359:Outline 11813:Ergodic 11701:Vašíček 11543:Poisson 11203:Meander 14488:Census 14078:Normal 14026:Manova 13846:Robust 13596:2-way 13588:1-way 13426:-test 13097:  12674:Biplot 12465:Median 12458:Lehmer 12400:Center 12153:Tanaka 11838:Mixing 11833:Markov 11706:Wilkie 11671:Ho–Lee 11666:Heston 11438:Super- 11183:Bridge 11131:Biased 10632:foi.se 10195:  10184:argmin 10031:) to 9272:  9261:argmin 8788:  8442:  7793:  6884:  4837:where 3997:where 3982:  3646:and a 3348:  3291:  3279:  3249:  3090:where 3046:  3043:  3040:  2810:  2807:  2801:  2621:  2156:  2037:  1659:where 1380:is 1242:where 1064:  893:where 572:where 352:where 14112:Trend 13641:prior 13583:anova 13472:-test 13446:-test 13438:-test 13345:Power 13290:Pivot 13083:shape 13078:scale 12528:Shape 12508:Range 12453:Heinz 12428:Cubic 12364:Index 12006:Tools 11782:M/M/c 11777:M/M/1 11772:M/G/1 11762:Fluid 11428:Local 10669:Brigo 10627:(PDF) 9924:(or 4311:with 3432:(or 439:is a 383:are 120:Ph.D. 100:fiber 54:, or 14345:Test 13545:Sign 13397:Wald 12470:Mode 12408:Mean 11958:LĂŠvy 11757:Bulk 11641:Chen 11433:Sub- 11391:Both 10434:and 10051:(or 9991:(or 9860:(or 9668:of 9069:and 9029:and 8989:and 3716:and 3583:and 3514:(or 3170:(or 2202:and 1695:and 592:is 356:and 130:and 94:and 30:and 13525:BIC 13520:AIC 11538:Cox 10895:217 10791:119 10642:PDF 10124:in 3560:). 2854:or 2719:) 14649:: 11956:, 11952:, 11948:, 11944:, 11940:, 11024:43 11022:. 10990:28 10988:. 10971:48 10969:. 10952:99 10950:. 10931:. 10914:70 10912:. 10893:. 10876:41 10874:. 10857:30 10855:. 10824:^ 10811:^ 10789:. 10773:^ 10765:28 10763:. 10743:^ 10707:. 10685:^ 10677:43 10675:. 10652:^ 10629:. 10615:^ 10485:. 7838:. 6104:. 2939:) 239:: 106:, 90:, 86:, 13470:G 13444:F 13436:t 13424:Z 13143:V 13138:U 12340:e 12333:t 12326:v 11960:) 11936:( 11057:e 11050:t 11043:v 11007:. 10992:. 10935:. 10933:7 10916:. 10738:. 10709:5 10644:) 10640:( 10524:t 10499:Y 10496:d 10473:) 10468:t 10462:+ 10459:0 10451:, 10445:( 10442:p 10422:) 10417:t 10411:+ 10408:0 10404:p 10400:( 10375:2 10371:L 10348:2 10344:) 10340:t 10334:( 10314:t 10289:2 10285:) 10281:t 10275:( 10253:. 10247:) 10241:, 10235:( 10232:p 10226:) 10221:t 10215:+ 10212:0 10208:p 10204:( 10173:t 10167:+ 10164:0 10133:S 10112:p 10092:) 10089:p 10086:( 10061:p 10039:p 10017:2 10013:/ 10009:1 10000:S 9973:S 9950:2 9946:/ 9942:1 9933:S 9906:S 9883:2 9879:L 9870:p 9846:2 9842:L 9835:p 9812:t 9787:2 9783:) 9779:t 9773:( 9750:. 9744:] 9741:) 9736:t 9730:+ 9727:0 9719:, 9713:( 9710:p 9702:t 9696:+ 9693:0 9689:p 9685:[ 9682:E 9656:t 9630:t 9605:2 9601:) 9597:t 9591:( 9571:t 9546:2 9542:) 9538:t 9532:( 9520:, 9508:] 9503:2 9495:) 9490:t 9484:+ 9481:0 9473:, 9467:( 9464:p 9456:t 9450:+ 9447:0 9443:p 9436:[ 9431:t 9427:E 9403:t 9378:t 9321:. 9315:) 9309:, 9303:( 9300:p 9292:t 9286:+ 9283:0 9279:p 9250:t 9244:+ 9241:0 9187:t 9162:t 9156:+ 9153:0 9149:p 9128:) 9123:t 9117:+ 9114:0 9106:, 9100:( 9097:p 9077:G 9057:F 9037:G 9017:F 8997:G 8977:F 8954:. 8951:] 8948:t 8945:d 8942:) 8939:) 8936:t 8933:, 8927:( 8924:b 8921:( 8914:t 8910:p 8905:E 8896:t 8892:Y 8888:d 8885:[ 8880:T 8876:] 8872:) 8869:) 8866:t 8863:, 8857:( 8854:b 8851:( 8844:t 8840:p 8835:E 8828:) 8825:t 8822:, 8816:( 8813:b 8810:[ 8805:t 8801:p 8797:+ 8794:t 8791:d 8783:t 8779:p 8768:t 8762:L 8756:= 8751:t 8747:p 8743:d 8712:Y 8692:X 8672:G 8652:G 8630:2 8625:| 8620:) 8617:x 8614:( 8611:b 8607:| 8586:) 8583:x 8580:( 8577:b 8555:t 8551:Y 8547:d 8515:2 8511:/ 8507:1 8498:S 8468:S 8445:. 8437:k 8432:t 8428:Y 8424:d 8417:] 8413:x 8410:d 8401:j 8388:) 8383:t 8375:, 8372:x 8369:( 8366:p 8356:) 8353:t 8350:, 8347:x 8344:( 8339:k 8335:b 8327:) 8322:t 8314:( 8309:j 8306:i 8302:g 8296:m 8291:1 8288:= 8285:j 8276:[ 8269:d 8264:1 8261:= 8258:k 8250:+ 8229:t 8226:d 8222:] 8218:x 8215:d 8207:j 8194:) 8189:t 8181:, 8178:x 8175:( 8172:p 8161:2 8157:| 8153:) 8150:x 8147:( 8142:t 8138:b 8134:| 8129:2 8126:1 8118:) 8113:t 8105:( 8100:j 8097:i 8093:g 8087:m 8082:1 8079:= 8076:j 8065:x 8062:d 8053:j 8040:) 8035:t 8027:, 8024:x 8021:( 8018:p 8005:) 8000:t 7992:, 7989:x 7986:( 7983:p 7978:) 7973:t 7965:, 7962:x 7959:( 7956:p 7945:t 7939:L 7926:) 7921:t 7913:( 7908:j 7905:i 7901:g 7895:m 7890:1 7887:= 7884:j 7875:[ 7871:= 7868:) 7865:t 7862:( 7857:i 7849:d 7824:0 7796:, 7788:k 7783:t 7779:Y 7775:d 7768:] 7764:x 7761:d 7752:j 7739:) 7734:t 7726:, 7723:x 7720:( 7717:p 7704:) 7699:t 7691:, 7688:x 7685:( 7682:p 7677:) 7674:) 7669:t 7661:, 7658:x 7655:( 7652:p 7649:( 7644:k 7640:G 7629:) 7624:t 7616:( 7611:j 7608:i 7604:g 7598:m 7593:1 7590:= 7587:j 7578:[ 7571:d 7566:1 7563:= 7560:k 7552:+ 7549:t 7546:d 7542:] 7538:x 7535:d 7526:j 7513:) 7508:t 7500:, 7497:x 7494:( 7491:p 7478:) 7473:t 7465:, 7462:x 7459:( 7456:p 7451:) 7448:) 7443:t 7435:, 7432:x 7429:( 7426:p 7423:( 7420:F 7410:) 7405:t 7397:( 7392:j 7389:i 7385:g 7379:n 7374:1 7371:= 7368:j 7359:[ 7355:= 7350:i 7342:d 7319:g 7296:. 7293:x 7290:d 7281:j 7268:) 7262:, 7259:x 7256:( 7253:p 7238:i 7225:) 7219:, 7216:x 7213:( 7210:p 7197:) 7191:, 7188:x 7185:( 7182:p 7178:1 7168:4 7165:1 7160:= 7147:j 7132:p 7121:, 7112:i 7097:p 7081:= 7078:) 7072:( 7067:j 7064:i 7060:g 7054:4 7051:1 7023:, 7019:} 7010:n 6995:) 6989:, 6983:( 6980:p 6969:, 6963:, 6955:1 6940:) 6934:, 6928:( 6925:p 6913:{ 6887:. 6879:k 6874:t 6870:Y 6866:d 6859:] 6855:x 6852:d 6843:j 6830:) 6825:t 6817:, 6814:x 6811:( 6808:p 6798:) 6793:t 6785:, 6782:x 6779:( 6776:p 6771:] 6767:z 6764:d 6761:) 6756:t 6748:, 6745:z 6742:( 6739:p 6736:) 6733:t 6730:, 6727:z 6724:( 6719:k 6715:b 6705:) 6702:t 6699:, 6696:x 6693:( 6688:k 6684:b 6679:[ 6671:) 6666:t 6658:( 6653:j 6650:i 6640:m 6635:1 6632:= 6629:j 6620:[ 6613:d 6608:1 6605:= 6602:k 6594:+ 6572:t 6569:d 6565:] 6561:x 6558:d 6549:j 6536:) 6531:t 6523:, 6520:x 6517:( 6514:p 6504:) 6499:t 6491:, 6488:x 6485:( 6482:p 6477:] 6473:z 6470:d 6467:) 6462:t 6454:, 6451:z 6448:( 6445:p 6440:2 6436:| 6432:) 6429:t 6426:, 6423:z 6420:( 6417:b 6414:| 6403:2 6399:| 6395:) 6392:t 6389:, 6386:x 6383:( 6380:b 6377:| 6373:[ 6367:2 6364:1 6355:) 6350:t 6342:( 6337:j 6334:i 6324:m 6319:1 6316:= 6313:j 6302:x 6299:d 6291:j 6278:) 6273:t 6265:, 6262:x 6259:( 6256:p 6245:) 6240:t 6232:, 6229:x 6226:( 6223:p 6212:t 6206:L 6195:) 6190:t 6182:( 6177:j 6174:i 6164:m 6159:1 6156:= 6153:j 6144:[ 6140:= 6137:) 6134:t 6131:( 6126:i 6118:d 6090:0 6061:k 6057:Y 6053:d 6046:] 6042:x 6039:d 6030:j 6017:) 6012:t 6004:, 6001:x 5998:( 5995:p 5985:) 5982:) 5977:t 5969:, 5966:x 5963:( 5960:p 5957:( 5952:k 5948:G 5940:) 5935:t 5927:( 5922:j 5919:i 5909:n 5904:1 5901:= 5898:j 5889:[ 5882:d 5877:1 5874:= 5871:k 5863:+ 5860:t 5857:d 5853:] 5849:x 5846:d 5838:j 5825:) 5820:t 5812:, 5809:x 5806:( 5803:p 5793:) 5790:) 5785:t 5777:, 5774:x 5771:( 5768:p 5765:( 5762:F 5755:) 5750:t 5742:( 5737:j 5734:i 5724:n 5719:1 5716:= 5713:j 5704:[ 5700:= 5695:i 5687:d 5664:, 5659:t 5655:Y 5651:d 5640:i 5626:) 5620:, 5614:( 5611:p 5599:] 5585:j 5571:) 5565:, 5559:( 5556:p 5545:, 5542:) 5539:) 5534:t 5526:, 5520:( 5517:p 5514:( 5509:T 5505:G 5495:) 5489:( 5484:j 5481:i 5471:n 5466:1 5463:= 5460:j 5451:[ 5445:n 5440:1 5437:= 5434:i 5426:+ 5423:t 5420:d 5412:i 5398:) 5392:, 5386:( 5383:p 5371:] 5357:j 5343:) 5337:, 5331:( 5328:p 5317:, 5314:) 5311:) 5306:t 5298:, 5292:( 5289:p 5286:( 5283:F 5274:) 5268:( 5263:j 5260:i 5250:n 5245:1 5242:= 5239:j 5230:[ 5224:n 5219:1 5216:= 5213:i 5205:= 5200:i 5192:d 5182:i 5173:) 5168:t 5160:, 5154:( 5151:p 5140:n 5135:1 5132:= 5129:i 5096:t 5092:Y 5088:d 5082:] 5079:) 5076:) 5071:t 5063:, 5057:( 5054:p 5051:( 5046:T 5042:G 5038:[ 5033:) 5027:, 5021:( 5018:p 5010:+ 5007:t 5004:d 5001:] 4998:) 4995:) 4990:t 4982:, 4976:( 4973:p 4970:( 4967:F 4964:[ 4959:) 4953:, 4947:( 4944:p 4936:= 4933:) 4928:t 4920:, 4914:( 4911:p 4908:d 4883:j 4880:i 4853:j 4850:i 4817:i 4803:) 4797:, 4791:( 4788:p 4776:] 4762:j 4748:) 4742:, 4736:( 4733:p 4722:, 4719:v 4710:) 4704:( 4699:j 4696:i 4686:n 4681:1 4678:= 4675:j 4666:[ 4660:n 4655:1 4652:= 4649:i 4641:= 4638:] 4635:v 4632:[ 4622:) 4616:, 4610:( 4607:p 4576:x 4573:d 4564:j 4551:) 4545:, 4542:x 4539:( 4536:p 4521:i 4508:) 4502:, 4499:x 4496:( 4493:p 4481:= 4468:j 4454:) 4448:, 4442:( 4439:p 4429:, 4420:i 4406:) 4400:, 4394:( 4391:p 4376:= 4373:) 4367:( 4362:j 4359:i 4325:, 4297:2 4293:L 4269:, 4265:} 4256:n 4243:) 4237:, 4231:( 4228:p 4219:, 4213:, 4205:1 4192:) 4186:, 4180:( 4177:p 4167:{ 4141:T 4137:G 4114:T 4110:G 4083:S 4062:) 4056:, 4050:( 4047:p 4025:) 4019:, 4013:( 4010:p 3977:t 3973:Y 3969:d 3963:] 3960:) 3957:) 3952:t 3944:, 3938:( 3935:p 3932:( 3927:T 3923:G 3919:[ 3914:) 3909:t 3901:, 3895:( 3892:p 3884:+ 3881:t 3878:d 3874:] 3871:) 3868:) 3863:t 3855:, 3849:( 3846:p 3843:( 3840:F 3837:[ 3832:) 3827:t 3819:, 3813:( 3810:p 3802:= 3799:) 3794:t 3786:, 3780:( 3777:p 3774:d 3745:S 3724:G 3704:F 3684:G 3662:t 3658:Y 3654:d 3634:F 3614:t 3611:d 3591:G 3571:F 3546:) 3541:t 3533:, 3530:x 3527:( 3524:p 3502:) 3497:t 3489:, 3486:x 3483:( 3480:p 3458:) 3455:x 3452:( 3447:t 3443:p 3420:) 3417:x 3414:( 3409:t 3405:p 3381:. 3378:) 3375:} 3370:n 3365:R 3345:, 3340:) 3334:, 3328:( 3325:p 3320:{ 3317:= 3312:2 3308:/ 3304:1 3295:S 3288:r 3285:o 3282:( 3276:} 3271:n 3266:R 3246:, 3243:) 3237:, 3231:( 3228:p 3225:{ 3222:= 3213:S 3185:t 3181:p 3156:t 3152:p 3129:2 3125:L 3073:1 3069:L 3060:2 3057:, 3054:1 3050:p 3037:, 3027:2 3023:p 3010:1 3006:p 2997:= 2994:) 2987:2 2983:p 2977:, 2970:1 2966:p 2960:( 2955:H 2951:d 2925:H 2921:d 2898:2 2894:L 2869:t 2865:p 2837:2 2833:L 2824:2 2821:, 2818:1 2814:p 2804:, 2793:2 2789:p 2780:1 2776:p 2769:= 2766:) 2761:2 2757:p 2753:, 2748:1 2744:p 2740:( 2735:2 2731:d 2705:2 2701:d 2678:2 2674:L 2651:t 2647:p 2624:. 2618:] 2615:Y 2612:d 2606:) 2603:p 2600:( 2595:T 2591:G 2587:+ 2584:t 2581:d 2577:) 2574:p 2571:( 2568:F 2565:[ 2557:p 2552:2 2548:1 2543:= 2538:p 2533:d 2510:. 2505:T 2501:] 2497:} 2494:) 2491:t 2488:, 2482:( 2479:b 2476:{ 2471:p 2467:E 2460:) 2457:t 2454:, 2448:( 2445:b 2442:[ 2438:p 2435:= 2432:) 2429:p 2426:( 2421:T 2417:G 2393:, 2390:] 2387:} 2382:2 2378:| 2374:) 2371:t 2368:, 2362:( 2359:b 2356:| 2353:{ 2348:p 2344:E 2335:2 2331:| 2327:) 2324:t 2321:, 2315:( 2312:b 2309:| 2306:[ 2302:p 2296:2 2293:1 2284:p 2273:t 2267:L 2261:= 2258:) 2255:p 2252:( 2249:F 2226:) 2223:p 2220:( 2215:T 2211:G 2190:) 2187:p 2184:( 2181:F 2159:, 2153:Y 2150:d 2144:) 2141:p 2138:( 2133:T 2129:G 2125:+ 2122:t 2119:d 2115:) 2112:p 2109:( 2106:F 2103:= 2100:p 2097:d 2073:t 2069:p 2063:d 2040:. 2032:t 2028:Y 2024:d 2016:T 2012:] 2008:} 2005:) 2002:t 1999:, 1993:( 1990:b 1987:{ 1980:t 1976:p 1971:E 1964:) 1961:t 1958:, 1952:( 1949:b 1946:[ 1940:t 1936:p 1932:+ 1929:t 1926:d 1922:] 1919:} 1914:2 1910:| 1906:) 1903:t 1900:, 1894:( 1891:b 1888:| 1885:{ 1878:t 1874:p 1869:E 1860:2 1856:| 1852:) 1849:t 1846:, 1840:( 1837:b 1834:| 1831:[ 1825:t 1821:p 1814:2 1811:1 1803:t 1800:d 1794:t 1790:p 1778:t 1772:L 1766:= 1761:t 1757:p 1753:d 1728:t 1724:p 1703:T 1681:T 1670:= 1667:a 1644:] 1641:) 1638:x 1635:( 1630:t 1626:p 1622:) 1619:t 1616:, 1613:x 1610:( 1605:j 1602:i 1598:a 1594:[ 1586:j 1582:x 1573:i 1569:x 1559:2 1547:m 1542:1 1539:= 1536:j 1533:, 1530:i 1520:2 1517:1 1512:+ 1509:] 1506:) 1503:x 1500:( 1495:t 1491:p 1487:) 1484:t 1481:, 1478:x 1475:( 1470:i 1466:f 1462:[ 1454:i 1450:x 1435:m 1430:1 1427:= 1424:i 1413:= 1410:p 1400:t 1394:L 1361:t 1355:L 1332:, 1329:x 1326:d 1323:) 1320:x 1317:( 1314:p 1311:) 1308:x 1305:( 1302:h 1296:= 1293:] 1290:h 1287:[ 1282:p 1278:E 1255:p 1251:E 1227:] 1224:t 1221:d 1218:) 1215:) 1212:t 1209:, 1203:( 1200:b 1197:( 1190:t 1186:p 1181:E 1172:t 1168:Y 1164:d 1161:[ 1156:T 1152:] 1148:) 1145:) 1142:t 1139:, 1133:( 1130:b 1127:( 1120:t 1116:p 1111:E 1104:) 1101:t 1098:, 1092:( 1089:b 1086:[ 1081:t 1077:p 1073:+ 1070:t 1067:d 1059:t 1055:p 1044:t 1038:L 1032:= 1027:t 1023:p 1019:d 994:t 990:p 969:t 949:Y 929:) 926:t 920:s 917:, 912:s 908:Y 904:( 878:} 875:) 872:t 866:s 863:, 858:s 854:Y 850:( 843:| 839:x 836:d 828:t 824:X 820:{ 817:b 814:o 811:r 808:P 805:= 802:x 799:d 796:) 793:x 790:( 785:t 781:p 757:t 737:Y 715:0 711:X 688:t 684:X 661:t 657:W 634:t 630:V 607:d 602:R 580:b 555:t 551:V 547:d 544:+ 541:t 538:d 534:) 531:t 528:, 523:t 519:X 515:( 512:b 509:= 504:t 500:Y 496:d 471:d 466:R 456:t 452:Y 425:t 421:W 398:m 393:R 371:W 368:d 354:f 335:t 331:W 327:d 323:) 320:t 317:, 312:t 308:X 304:( 298:+ 295:t 292:d 288:) 285:t 282:, 277:t 273:X 269:( 266:f 263:= 258:t 254:X 250:d 221:m 216:R 206:t 202:X 147:2 143:L

Index

algorithms
stochastic analysis
information geometry
filtering problems
specific stochastic partial differential equations
Gaussian densities
mixtures
exponential families
stochastic differential equation
manifold
information geometry
extended Kalman filter
Galerkin methods
Swedish Defense Research Agency
navigation
ocean dynamics
quantum optics
quantum systems
fiber
time series
change point detection
Ph.D.
Damiano Brigo
Hellinger distance
Fisher information metric
mixture distributions
Galerkin methods
jet bundle
stochastic differential equation
Brownian motion

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