Second order processes with restrictions in the index set and applications

DOI10.1016/0167-7152(87)90049-6zbMath0627.62096OpenAlexW2087117437MaRDI QIDQ1092580

Guido E. Del Pino

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90049-6

zbMATH Keywords

aggregationmissing datacensored datareproducing kernel Hilbert spacegroupingasymptotic statistical inferenceasymptotic Fisher information matrixdiscretization of continuous time seriesgeneralized inverses of non-negative definite matricesindex set restrictionssecond order random processtied-down Wiener processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Inference from stochastic processes (62M99)

Related Items (1)

On restricted linear estimation for regression in stochastic processes

Cites Work

• Asymptotic results for inference procedures based on the r smallest observations
• Empirical processes: A survey of results for independent and identically distributed random variables
• Theory of Reproducing Kernels
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