Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification)

DOI10.1007/BF00354032zbMath0596.60051MaRDI QIDQ1078914

Xavier Guyon

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian random fieldconvergence in mean squareOrnstein- Uhlenbeck processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (8)

Quadratic variation for Gaussian processes and application to time deformation ⋮ Limit theorems for power variations of ambit fields driven by white noise ⋮ Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders ⋮ Arrested shear dispersion and other models of anomalous diffusion ⋮ Identification of space deformation using linear and superficial quadratic variations ⋮ Model fields in crossing theory: a weak convergence perspective ⋮ Identification of an isometric transformation of the standard Brownian sheet ⋮ Identification of filtered white noises

Cites Work

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• Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes
• A Markov property for Gaussian processes with a multidimensional parameter
• MODELS FOR TWO-DIMENSIONAL STATIONARY STOCHASTIC PROCESSES
• Summary of Reports Presented at Sessions of the Probability and Mathematical Statistics Seminar of the Mathematics Institute of the Siberian Section of the USSR Academy of Sciences, October–December 1983
• A stochastic model of neural response
• ON STATIONARY PROCESSES IN THE PLANE

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