All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space (Q762846)
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scientific article; zbMATH DE number 3890501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space |
scientific article; zbMATH DE number 3890501 |
Statements
All admissible linear estimators of the mean of a Gaussian distribution on a Hilbert space (English)
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1984
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Ornstein-Uhlenbeck process
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Hilbert-Schmidt operators
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linear estimators
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Gaussian distribution
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Hilbert space
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covariance operator
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natural class of linear estimators
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class of measurable linear transformations
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quadratic loss
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self-adjoint
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eigenvalues
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drift function
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Brownian motion
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