On the Karhunen-Loeve expansion for transformed processes

DOI10.1007/BF02863594zbMath0734.60042MaRDI QIDQ3361636

Ramón Gutiérrez-Jáimez, Mariano J. Valderrama Bonnet

Publication date: 1987

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40503

zbMATH Keywords

Wiener process; Gaussian process; Brownian bridge; Ornstein-Uhlenbeck process; Karhunen-Loève expansion

Mathematics Subject Classification ID

60G15: Gaussian processes

60G12: General second-order stochastic processes

45B05: Fredholm integral equations

Related Items

On the numerical expansion of a second order stochastic process, Stochastic signal analysis: Numerical representation and applications to system theory, Functional contour regression, Karhunen-Loève expansions of \(\alpha\)-Wiener bridges, Bayesian estimation of Karhunen-Loève expansions; a random subspace approach, Hopf bifurcation of compound stochastic van der Pol system, Numerical procedures for random differential equations, K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets, Wave propagation dynamics in a fractional Zener model with stochastic excitation

Cites Work

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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