Joint estimation of the mean and the covariance of a banach valued gaussian vector

DOI10.1080/02331888908802145zbMath0684.62065OpenAlexW2091795845MaRDI QIDQ4734637

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Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802145

zbMATH Keywords

Gaussian processseparable Banach spacenuclear operatorcovariance estimationGaussian random vectormethod of sievesmean estimationBanach-valued random vectors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Probability theory on linear topological spaces (60B11)

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Cites Work

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