Quelques problèmes linéaires de statistique concernant un processus stochastique de moyenne inconnue

P. Bethoux; P. Chemarin

Publications du Département de mathématiques (Lyon) (1967)

  • Volume: 4, Issue: 2, page 149-166
  • ISSN: 0076-1656

How to cite

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Bethoux, P., and Chemarin, P.. "Quelques problèmes linéaires de statistique concernant un processus stochastique de moyenne inconnue." Publications du Département de mathématiques (Lyon) 4.2 (1967): 149-166. <http://eudml.org/doc/274258>.

@article{Bethoux1967,
author = {Bethoux, P., Chemarin, P.},
journal = {Publications du Département de mathématiques (Lyon)},
language = {fre},
number = {2},
pages = {149-166},
publisher = {Université Claude Bernard - Lyon 1},
title = {Quelques problèmes linéaires de statistique concernant un processus stochastique de moyenne inconnue},
url = {http://eudml.org/doc/274258},
volume = {4},
year = {1967},
}

TY - JOUR
AU - Bethoux, P.
AU - Chemarin, P.
TI - Quelques problèmes linéaires de statistique concernant un processus stochastique de moyenne inconnue
JO - Publications du Département de mathématiques (Lyon)
PY - 1967
PB - Université Claude Bernard - Lyon 1
VL - 4
IS - 2
SP - 149
EP - 166
LA - fre
UR - http://eudml.org/doc/274258
ER -

References

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  1. [1] J. Hajek : On linear estimation theory for an infinite number of observations. Theory of probability and its applications. Vol. VI, n° 2, 1961, p 166 à 177. Zbl0114.35504MR138181
  2. [2] J. Hajek : Linear statistical problems in stochastic processes. Czech. Mat. Journal, T. 12, n° 3, 1962, p 404 à 444. Zbl0114.34504MR152090
  3. [3] H.B. Mann : A theory of estimation for the fundamental random process and the Ornstein Uhlenbeck process. Sankhya, Vol. 13, 1954, p 325 à 350. Zbl0059.11802MR63631
  4. [4] J. Neveu : Bases mathématiques du calcul des probabilités. Masson1964. Zbl0203.49901
  5. [5] Yu Rozanov : On the density of one Gaussian mesure with respect to another. Theory of probability and its applications. 7, 1962, p 82 à 87. Zbl0114.34102
  6. [6] J. Feldmann : Equivalence and perpendicularity of Gaussian process. Pacific J. Math., 8, 1958, p 699 à 709. Zbl0084.13001MR102760

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