Estimation of some parameters of pseudo-Gaussian random processes

DOI10.1007/S10559-006-0074-7MaRDI QIDQ2371705zbMATH OpenOpenAlexFDO

Authors L. B. Vovk

Publication date 5 July 2007

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-006-0074-7

zbMATH Keywords

confidence intervalestimateLevi-Baxter theorempseudo-Gaussian process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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Cites work

• Sub-Gaussian random variables

Cited in

(6)

• An algorithm for estimating parameters of a group of closely spaced random processes: Synthesis, analysis, and modeling
• A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case
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