A post-predictive view of gaussian processes

DOI10.24033/ASENS.1460MaRDI QIDQ5903001zbMATH OpenOpenAlexFDO

Authors Frank B. Knight

Publication date 1983

Published in Annales Scientifiques de l?tcole Normale Sup�rieure (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=?id=ASENS_1983_4_16_4, https://eudml.org/doc/82129

zbMATH Keywords

moving integral representationsindex of multiplicityprediction problemspectral representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Martingales with continuous parameter (60G44)

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Cites work

• Canonical representations of Gaussian processes and their applications
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• Theory of the integral. English translation by L. C. Young. With two additional notes by Stefan Banach

Cited in

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• A post-predictive view of gaussian processes
• Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process

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