Determining the form of the mean of a stochastic process

DOI10.1016/0047-259X(77)90004-5zbMath0368.62081MaRDI QIDQ1242637

Carl Spruill

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Detecting whether a stochastic process is finitely expressed in a basis

Cites Work

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• Berry-Esseen estimates in Hilbert space and an application to the law of the iterated logarithm
• On determining the irrationality of the mean of a random variable
• Stochastic convergence of weighted sums in normed linear spaces
• The law of the iterated logarithm in C[0,1]
• A converse to the law of the iterated logarithm
• Log log law for Gaussian processes
• An inequality for the distribution of a sum of certain Banach space valued random variables

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