Reproducing kernel Hilbert space methods for wide-sense self-similar processes

zbMath1012.60043MaRDI QIDQ1872442

H. Vincent Poor, Carl J. Nuzman

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Mellin transform; estimation; fractional Brownian motion; innovations; detection; reproducing kernel Hilbert space; self-similar; Lamperti's transformation

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

60G18: Self-similar stochastic processes

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

46N30: Applications of functional analysis in probability theory and statistics

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