A statistically important Gaussian process

DOI10.1016/0304-4149(82)90006-0MaRDI QIDQ1165519zbMATH OpenOpenAlexWikidataFDO

Authors Georg Ch. Pflug

Publication date 1982

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(82)90006-0

zbMATH Keywords

asymptotic theory of estimationprocess of the a posteriori densities

Mathematics Subject Classification ID

Point estimation (62F10) Gaussian processes (60G15)

Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3513077 (Why is no real title available?)
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• A Combinatorial Lemma and Its Application to Probability Theory
• A characterization of limiting distributions of regular estimates
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Estimation of the Location of the Cusp of a Continuous Density
• Limit Theorems for the Maximum Term in Stationary Sequences
• Limiting behavior of maxima in stationary Gaussian sequences

Cited in

(9)

• Estimation of cusp location of stochastic processes: a survey
• Spline approximation of random processes and design problems
• Certain Positive-Definite Kernels
• Representation of Euclidean Random Field
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
• The limiting log-likelihood process for discontinuous density families
• On estimation errors in optical communication and location
• On estimation of delay location
• On the weak convergence of likelihood ratio processes of general statistical parametric models

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