Estimating a covariance function having an un unknown scale kakameter

DOI10.1080/03610928808829703MaRDI QIDQ3823680zbMATH OpenOpenAlexFDO

Authors Jay H. Beder

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829703

zbMATH Keywords

almost sure discriminatorGaussian dichotomy theoremLoève maporthogonal decompositionreproducing kernel Hilbert spacesingular measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Point estimation (62F10) Non-Markovian processes: estimation (62M09)

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Cites work

• Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics
• Estimation and information in stationary time series
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Power spectrum parameter estimation

Cited in

(1)

• scientific article; zbMATH DE number 679523 (Why is no real title available?)

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