scientific article; zbMATH DE number 218677

zbMath0776.62028MaRDI QIDQ4694335

Will Gersch

Publication date: 29 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

smoothness priorsreproducing kernel Hilbert spacestationary time seriessignal extractiontransfer function estimationoptimal smoothing problemsnonstationary covariance time seriespower spectral density estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Applications of functional analysis in probability theory and statistics (46N30)

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