Filtration of stationary Gaussian statistical experiments

DOI10.1007/S10958-018-3660-0MaRDI QIDQ1707177zbMATH OpenOpenAlexFDO

Authors D. V. Koroliouk, V. S. Korolyuk

Publication date 28 March 2018

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

Full work available at URL https://doi.org/10.1007/s10958-018-3660-0

zbMATH Keywords

coefficient of filtrationcovariance characteristics of a filtered signaldifference stochastic equation for a signalstatistical experiments

Mathematics Subject Classification ID

Stochastic difference equations (39A50) Theory of statistical experiments (62B15) Inference from stochastic processes and prediction (62M20)

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• Stationary statistical experiments and the optimal estimator for a predictable component

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(6)

• Filtered statistical models and Hellinger processes
• Filtering of stationary Gaussian statistical experiments
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