On Behrens-Fisher problem for continuous time Gaussian processes
From MaRDI portal
Publication:1887605
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
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
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: On Behrens-Fisher problem for continuous time Gaussian processes