On Behrens-Fisher problem for continuous time Gaussian processes

DOI10.1016/J.LAA.2004.02.034zbMath1054.62099OpenAlexW2061566867MaRDI QIDQ1887605

Ibarrola Pilar, Ricardo Vélez Ibarrola

Publication date: 22 November 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.034

zbMATH Keywords

Gaussian processesConfidence setsStopping timesprocesses with different covariance structure

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

Related Items (2)

Generalized inferences about the mean vector of several multivariate Gaussian processes ⋮ Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time

Cites Work

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• Generalized \(p\)-values and the multivariate Behrens-Fisher problem
• Sequential point estimation of the difference of two normal means
• Sequential estimation of a linear function of mean vectors
• Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process
• On sequential estimation of the mean of a multidimensional gaussian process
• Fixed size confidence regions for the difference of the means of two multinormal populations
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS

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