Wiener Chaos Approach to Optimal Prediction (Q2795088)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wiener Chaos Approach to Optimal Prediction
scientific article

    Statements

    Wiener Chaos Approach to Optimal Prediction (English)
    0 references
    0 references
    0 references
    18 March 2016
    0 references
    optimal prediction
    0 references
    Gaussian processes
    0 references
    Wiener chaos
    0 references
    stationary increments
    0 references
    fractional Brownian motion
    0 references
    Hermite polynomials
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references