Smoothing and likelihood ratio for Gaussian boundary value processes (Q4207495)
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scientific article; zbMATH DE number 4128263
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| English | Smoothing and likelihood ratio for Gaussian boundary value processes |
scientific article; zbMATH DE number 4128263 |
Statements
Smoothing and likelihood ratio for Gaussian boundary value processes (English)
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1989
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p-dimensional Brownian motion
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random fields
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noisy boundary conditions
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smoothing of Gaussian two-point boundary value processes
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likelihood ratio
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TPBV processes
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Krein factorization
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filtered estimate
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0.7366647720336914
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0.7293047904968262
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0.7284345626831055
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0.7169121503829956
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0.709511399269104
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