On the Karhunen-Loeve expansion for transformed processes

DOI10.1007/BF02863594zbMath0734.60042OpenAlexW2165932239MaRDI 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 processGaussian processBrownian bridgeOrnstein-Uhlenbeck processKarhunen-Loève expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Fredholm integral equations (45B05)

Related Items (9)

On the numerical expansion of a second order stochastic process ⋮ Stochastic signal analysis: Numerical representation and applications to system theory ⋮ Wave propagation dynamics in a fractional Zener model with stochastic excitation ⋮ K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets ⋮ 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

Cites Work

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

This page was built for publication: On the Karhunen-Loeve expansion for transformed processes