A post-predictive view of gaussian processes

 Access to full text

 Full (PDF)

1. [1] C. DELLACHERIE et P.-A. MEYER, Probabilités et Potentiel, Chap. I-IV, V-VIII, Hermann, Paris, 1980. MR82b:60001
2. [2] H. CRAMER, On Some Classes of Non-stationary Stochastic Processes (Proc. of the Fourth Berkeley Symposium II, J. NEYMAN, Ed., Univ. of California Press, 1961, p. 57-78). Zbl0121.35001MR27 #815
3. [3] H. CRAMER, Stochastic Processes as Curves in Hilbert Space (Theory of Probability and its Applications, Vol. IX, N° 2, 1964, pp. 169-177). Zbl0161.14602MR30 #613
4. [4] J. L. DOOB, Stochastic Processes, Wiley, 1953. Zbl0053.26802MR15,445b
5. [5] N. DUNFORD and J. SCHWARTZ, Linear Operators, Part I, Interscience, 1958. Zbl0084.10402MR22 #8302
6. [6] H. DYM and H. P. MCKEAN, Gaussian Processes, Function Theory, and the Inverse Spectral Problem, Academic Press, 1976. Zbl0327.60029MR56 #6829
7. [7] P. R. HALMOS, Introduction to Hilbert Space and the Theory of Spectral Multiplicity, Chelsea, 1951. Zbl0045.05702MR13,563a
8. [8] T. HIDA, Canonical Representations of Gaussian Processes and Their Applications (Memoirs of the College of Science, Univ. of Kyoto, Series A, (1), Vol. 33, 1960, pp. 109-155). Zbl0100.34302MR22 #10012
9. [9] A. N. KOLMOGOROV, Sur l'interpolation et extrapolation des suites stationnaires (C. R. Acad. Sc., Paris, Vol. 208, 1939, pp. 2043-2045). Zbl0021.42204JFM65.0607.04
10. [10] J. DE SAM LAZARO and P. A. MEYER, Questions de la théorie des flots (VI) Sém. de Prob. IX (Lecture Notes in Math., N° 465, Springer, 1975, pp. 73-88). Zbl0311.60019MR55 #1431
11. [11] P. LÉVY, Wiener's Random Function, and Other Laplacian Random Functions (Proc. of the Second Berkeley Symposium, J. NEYMAN, Ed., Univ. of California Press, 1951, pp. 171-188). Zbl0044.13802MR13,476b
12. [12] P. LÉVY, A Special Problem of Brownian Motion, and a General Theory of Gaussian Random Functions (Proc. of the Third Berkeley Symposium, J. NEYMAN, Ed., Univ. of California Press, 1956, pp. 133-176). Zbl0071.35101MR19,893e
13. [13] S. SAKS, Theory of the Integral, 2nd Revised Edition, Dover, 1964. 
14. [14] J. WALSH, Some Topologies Connected with Lebesgue Measure, Sem. de Prob. V (Lecture Notes in Math. 191, Springer, 1971, pp. 290-310). MR51 #11638
15. [15] N. WIENER, Extrapolation, Interpolation, and Smoothing of Stationary Time Series, Wiley, 1949. Zbl0036.09705MR11,118j
16. [16] H. WOLD, A Study in the Analysis of Stationary Time Series, Uppsala, 1938. Zbl0019.35602JFM64.1200.02
17. [17] A. M. YAGLOM, An Introduction to the Theory of Stationary Random Functions, R. SILVERMAN, Ed., transl. Prentice-Hall Inc., 1962. Zbl0121.12601MR32 #1762

1. Frank B. Knight, A transformation from prediction to past of an $L^2$-stochastic process