Approximation theory for the simulation of continuous Gaussian processes
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Publication:1077812
DOI10.1007/BF00339934zbMath0595.60043MaRDI QIDQ1077812
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items
Spline approximation of a random process with singularity, Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields, Interpolation of random functions, On convergence of the uniform norms for Gaussian processes and linear approximation problems, Spline approximation of random processes and design problems
Cites Work
- The inadmissibility of linear rank tests under Bahadur efficiency
- Cubic splines on the real line
- The Expected Number of Zeros of a Stationary Gaussian Process
- Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
- A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
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