Estimating a covariance function having an un unknown scale kakameter

DOI10.1080/03610928808829703zbMath0671.62083OpenAlexW2024929703MaRDI QIDQ3823680

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

orthogonal decompositionreproducing kernel Hilbert spacesingular measuresGaussian dichotomy theoremalmost sure discriminatorLoève map

Mathematics Subject Classification ID

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

Cites Work

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• Estimation and information in stationary time series
• Power spectrum parameter estimation
• Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics