Spherically invariant processes: Their nonlinear structure, discrimination, and estimation

DOI10.1016/0047-259X(79)90067-8zbMath0411.60043MaRDI QIDQ1259364

Steel T. Huang, Stamatis Cambanis

Publication date: 1979

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

zbMATH Keywords

nonlinear estimationprediction problemmixtures of Gaussian distributionsspherically invariant processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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