A Geometrical Approach to Maximum Likelihood Estimation for Infinite-Dimensional Gaussian Location. I

DOI10.1137/1127049MaRDI QIDQ3668682zbMATH OpenOpenAlexFDO

Authors B. S. Tsirel'son

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127049

zbMATH Keywords

consistencyuniquenessnecessary and sufficient conditionsadditive white noisesignal estimationgeometrical approachHölder conditionestimation of shift parameter of infinite- dimensional Gaussian measureexistence of maximum likelihood estimation

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

Cited in

(3)

• Gaussian measures on linear spaces
• On the Gaussian representation of intrinsic volumes
• On an exponential functional for Gaussian processes and its geometric foundations

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