Wiener Chaos Approach to Optimal Prediction (Q2795088)
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scientific article; zbMATH DE number 6558459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener Chaos Approach to Optimal Prediction |
scientific article; zbMATH DE number 6558459 |
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Wiener Chaos Approach to Optimal Prediction (English)
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18 March 2016
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optimal prediction
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Gaussian processes
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Wiener chaos
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stationary increments
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fractional Brownian motion
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Hermite polynomials
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