A generalization of the Karhunen-Loève expansion of the Brownian bridge (Q2767607)
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scientific article; zbMATH DE number 1697750
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| English | A generalization of the Karhunen-Loève expansion of the Brownian bridge |
scientific article; zbMATH DE number 1697750 |
Statements
21 October 2002
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Gaussian process
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covariance function
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Karhunen-Loève expansion
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A generalization of the Karhunen-Loève expansion of the Brownian bridge (English)
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The Karhunen-Loève expansion of a centred Gaussian process with covariance function depending on two parameters including the covariance function of the Brownian bridge as a particular case is given. A statistical application related to the weighted uniform empirical process is provided.
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0.8653889894485474
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0.8306358456611633
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0.8266847729682922
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0.8139789700508118
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