Estimation of a function observed with a stationary error

DOI10.1007/BF02673641MaRDI QIDQ1575999zbMATH OpenOpenAlexFDO

Authors Valentin N. Solev, Léo Gerville-Réache

Publication date 24 August 2000

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02673641

zbMATH Keywords

Hilbert spacesprojectionsreproducing kernelsspectral representationsstationary noise

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Generalized stochastic processes (60G20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3919601 (Why is no real title available?)
• scientific article; zbMATH DE number 3617385 (Why is no real title available?)
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• The accuracy of the method of least squares

Cited in

(2)

• Estimate a stationary process under left censoring
• scientific article; zbMATH DE number 4102288 (Why is no real title available?)

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