A sieve estimator for the mean of a Gaussian process

DOI10.1214/aos/1176350253zbMath0619.62078OpenAlexW1981899867MaRDI QIDQ1089710

Jay H. Beder

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350253

zbMATH Keywords

consistencymaximum likelihood estimationreproducing kernel Hilbert spacemean functionGaussian dichotomy theoremgeneral Gaussian process of known covariancenew sieve estimator

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Continuity and singularity of induced measures (60G30)

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