Parametric estimation for the mean of a Gaussian process by the method of sieves

DOI10.1016/0047-259X(88)90070-XzbMATH Open0647.62084MaRDI QIDQ1104674FDOQ1104674

Authors: Anestis Antoniadis 

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Recommendations

• A sieve estimator for the mean of a Gaussian process
• A sieve estimator for the covariance of a Gaussian process
• Joint estimation of the mean and the covariance of a banach valued gaussian vector
• Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
• Convergence rate of sieve estimates

zbMATH Keywords

consistencyreproducing kernel Hilbert spaceGaussian random vectormethod of sievesreal separable Banach spacerestricted maximum likelihood estimatorsExponential rates of convergenceincreasing sequence of natural sievesinfinite dimensional mean parameter

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Gaussian processes (60G15) Foundations and philosophical topics in statistics (62A01) Non-Markovian processes: estimation (62M09) Probability theory on linear topological spaces (60B11)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonparametric maximum likelihood estimation by the method of sieves
• Title not available (Why is that?)
• Sample functions of the Gaussian process
• Large deviations of the sample mean in general vector spaces
• Gaussian measures on a Banach space
• Mesures cylindriques, espaces de Wiener et fonctions aléatoires gaussiennes
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• A sieve estimator for the mean of a Gaussian process
• Analysis of variance on function spaces
• Title not available (Why is that?)
• Joint estimation of the mean and the covariance of a banach valued gaussian vector

Cited In (8)

• Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
• On estimating the mean function of a Gaussian process
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• A sieve estimator for the covariance of a Gaussian process
• A sieve estimator for the mean of a Gaussian process
• Design-free estimation of variance matrices
• Joint estimation of the mean and the covariance of a banach valued gaussian vector
• Functional autoregressive process with seasonality

This page was built for publication: Parametric estimation for the mean of a Gaussian process by the method of sieves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1104674)