Inference in stochastic processes-III
From MaRDI portal
Publication:5609809
DOI10.1007/BF00533944zbMATH Open0209.20404MaRDI QIDQ5609809FDOQ5609809
Authors: Malempati M. Rao
Publication date: 1967
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic processes and statistical inference
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stationary Processes and Prediction Theory. (AM-44)
- On the eigenvalues of positive operators
- Linear Functionals on Certain Banach Spaces
- Title not available (Why is that?)
- Abstract martingale convergence theorems
- Title not available (Why is that?)
- Extraction and Detection Problems and Reproducing Kernel Hilbert Spaces
- A Sampling Theorem for Stationary (Wide Sense) Stochastic Processes
- Contractive projections in \(L_ p\)-spaces
- On linear statistical problems in stochastic processes
- Abstract Lebesgue-Radon-Nikodym theorems
- Title not available (Why is that?)
- Bayes Estimation with Convex Loss
- Quasi-Complements and Closed Projections in Reflexive Banach Spaces
- Inference in stochastic processes. II
- Sampling theorems and bases in a Hilbert space
- Inference in Stochastic Processes. I
- Martingale Formulation of Ergodic Theorems
- Title not available (Why is that?)
- A Problem in Optimum Filtering with Finite Data
Cited In (17)
- The life and work of M. M. Rao
- Best approximants in L ? -spaces
- Contractive projections and prediction operators
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
- Counterexamples to results of M.M. Rao
- Martingale Representation in Uniformly Convex Spaces
- Title not available (Why is that?)
- Sampling Theorems for Nonstationary Random Processes
- Best ?- and N ?-approximants in Orlicz spaces of vector valued functions
- Characterization of Conditional Expectation Operators for Banach-Valued Functions
- Harmonizable processes and inference: Unbiased prediction for stochastic flows
- A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
- Connection between the differentL s -predictions with applications
- Almost everywhere convergence of prediction sequence in L p (1 < p < ?)
- Bimeasures and sampling theorems for weakly harmonizable processes
- \(L_ p\)-linear regression, consistency and significative regression in median
- Nonlinear prediction of generalized random processes
This page was built for publication: Inference in stochastic processes-III
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5609809)