A post-predictive view of gaussian processes

DOI10.24033/asens.1460zbMath0588.60029OpenAlexW2377627938MaRDI QIDQ5903062

Frank B. Knight

Publication date: 1983

Published in: Annales scientifiques de l'École normale supérieure (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=ASENS_1983_4_16_4_541_0

zbMATH Keywords

spectral representationindex of multiplicityGaussian martingales with independent incrementsindex of stationarity

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic analysis (60H99) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Canonical representations of Gaussian processes and their applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A post-predictive view of gaussian processes