Estimation of a function observed with a stationary error

DOI10.1007/BF02673641zbMath0949.62075OpenAlexW2030007070MaRDI QIDQ1575999

Valentin Solev, Léo Gerville-Réache

Publication date: 24 August 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673641

zbMATH Keywords

projectionsHilbert spacesreproducing kernelsstationary noisespectral representations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Generalized stochastic processes (60G20) Applications of functional analysis in probability theory and statistics (46N30)

Cites Work

• Unnamed Item
• Unnamed Item
• The accuracy of the method of least squares
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

This page was built for publication: Estimation of a function observed with a stationary error