scientific article; zbMATH DE number 3273587
From MaRDI portal
Publication:5558327
zbMath0171.39602MaRDI QIDQ5558327
Publication date: 1967
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (56)
Spectral estimation of continuous-time stationary processes from random sampling ⋮ Sharp asymptotics of the Kolmogorov entropy for Gaussian measures ⋮ Reproducing kernel Hilbert spaces and extremal problems for scattering of particles with arbitrary spins ⋮ A random linear functional approach to efficiency bounds ⋮ Second order processes with restrictions in the index set and applications ⋮ Limit theorems for stable processes with application to spectral density estimation ⋮ Unnamed Item ⋮ EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY ⋮ Unnamed Item ⋮ The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance ⋮ Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models ⋮ Vector-valued Lg-splines. I: Interpolating splines ⋮ A class of spectral density estimators ⋮ Unnamed Item ⋮ The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process ⋮ Detecting changes in functional linear models ⋮ Unnamed Item ⋮ Nonparametric density and regression estimation for Markov sequences without mixing assumptions ⋮ Locally most powerful sequential tests for stochastic processes ⋮ Linear prediction in functional data analysis ⋮ On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. ⋮ Rethinking factor analysis as an interpolation problem ⋮ An extension of Fisher's discriminant analysis for stochastic processes ⋮ Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process ⋮ On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions ⋮ Unnamed Item ⋮ Brève communication. Obtention des fonctions splines usuelles à l'aide de la théorie des espaces gaussiens ⋮ Unnamed Item ⋮ Adaptive tests for stochastic processes in the ergodic case ⋮ Unnamed Item ⋮ On some continuity and differentiability properties of paths of Gaussian processes ⋮ On restricted linear estimation for regression in stochastic processes ⋮ Frequency domain pattern classification ⋮ Unnamed Item ⋮ Reproducing kernel resolution space and its applications ⋮ HILBERT SPACES OF FUNCTIONALS ASSOCIATED WITH NONLINEAR OPERATORS ⋮ Simulation study of Bernstein modes ⋮ A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models ⋮ On the square root of a positive \(B(\mathfrak X\mathfrak X^*)\)-valued function ⋮ Uniform reconstruction of Gaussian processes ⋮ Discrimination Measures for Fractional Integrated Models Based on Wavelets ⋮ Scaling and s-channel helicity conservation via optimal state description of hadron-hadron scattering ⋮ Statistical inference with dependent observations: Extensions of classical procedures ⋮ Unnamed Item ⋮ Representation of stochastic processes of second order and linear operations ⋮ An overview of techniques for digital ensemble generation ⋮ ON THE COVARIANCE OF THE PERIODOGRAM ⋮ Hyperbolic cross designs for approximation of random fields ⋮ On the measures induced on L\(_2\) by a stochastic process ⋮ Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution ⋮ Estimation: A brief survey ⋮ Projection of processes with orthogonal increments and subordinated processes ⋮ Spectral density estimation for stationary stable processes ⋮ Statistics of the spectral densities of stationary stochastic processes ⋮ A new performance measure for stochastic optimization in Hilbert space ⋮ Modeling and Credibility of Random Ensembles
This page was built for publication: