A statistically important Gaussian process

DOI10.1016/0304-4149(82)90006-0zbMath0487.60040OpenAlexW2005236389WikidataQ59255247 ScholiaQ59255247MaRDI QIDQ1165519

Georg Ch. Pflug

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90006-0

zbMATH Keywords

asymptotic theory of estimationprocess of the a posteriori densities

Mathematics Subject Classification ID

Gaussian processes (60G15) Point estimation (62F10)

Related Items (9)

On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion ⋮ Representation of Euclidean Random Field ⋮ Estimation of cusp location of stochastic processes: a survey ⋮ On estimation errors in optical communication and location ⋮ On the weak convergence of likelihood ratio processes of general statistical parametric models ⋮ On estimation of delay location ⋮ Spline approximation of random processes and design problems ⋮ The limiting log-likelihood process for discontinuous density families ⋮ Certain Positive-Definite Kernels

Cites Work

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• Limiting behavior of maxima in stationary Gaussian sequences
• A Combinatorial Lemma and Its Application to Probability Theory
• Estimation of the Location of the Cusp of a Continuous Density
• A characterization of limiting distributions of regular estimates
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Limit Theorems for the Maximum Term in Stationary Sequences

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