Reproducing kernel Hilbert space methods for wide-sense self-similar processes

zbMath1012.60043MaRDI QIDQ1872442

H. Vincent Poor, Carl J. Nuzman

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Mellin transformestimationfractional Brownian motioninnovationsdetectionreproducing kernel Hilbert spaceself-similarLamperti's transformation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Self-similar stochastic processes (60G18) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Applications of functional analysis in probability theory and statistics (46N30)

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