All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space (Q762846)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space |
scientific article |
Statements
All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space (English)
0 references
1984
0 references
Ornstein-Uhlenbeck process
0 references
Hilbert-Schmidt operators
0 references
linear estimators
0 references
Gaussian distribution
0 references
Hilbert space
0 references
covariance operator
0 references
natural class of linear estimators
0 references
class of measurable linear transformations
0 references
quadratic loss
0 references
self-adjoint
0 references
eigenvalues
0 references
drift function
0 references
Brownian motion
0 references
