A sieve estimator for the mean of a Gaussian process
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Publication:1089710
DOI10.1214/aos/1176350253zbMath0619.62078OpenAlexW1981899867MaRDI QIDQ1089710
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350253
consistencymaximum likelihood estimationreproducing kernel Hilbert spacemean functionGaussian dichotomy theoremgeneral Gaussian process of known covariancenew sieve estimator
Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Continuity and singularity of induced measures (60G30)
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