Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process

František Štulajter

Kybernetika (1980)

  • Volume: 16, Issue: 3, page (248)-262
  • ISSN: 0023-5954

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Štulajter, František. "Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process." Kybernetika 16.3 (1980): (248)-262. <http://eudml.org/doc/28276>.

@article{Štulajter1980,
author = {Štulajter, František},
journal = {Kybernetika},
keywords = {locally best unbiased estimates of functionals of covariance functions; reproducing kernel Hilbert spaces},
language = {eng},
number = {3},
pages = {(248)-262},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process},
url = {http://eudml.org/doc/28276},
volume = {16},
year = {1980},
}

TY - JOUR
AU - Štulajter, František
TI - Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process
JO - Kybernetika
PY - 1980
PB - Institute of Information Theory and Automation AS CR
VL - 16
IS - 3
SP - (248)
EP - 262
LA - eng
KW - locally best unbiased estimates of functionals of covariance functions; reproducing kernel Hilbert spaces
UR - http://eudml.org/doc/28276
ER -

References

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  1. N. Aronszajn, Theory of Reproducing Kernels, Trans. Amer. Math. Soc. 68 (1950), 337-404. (1950) Zbl0037.20701MR0051437
  2. E. W. Barankin, Locally Best Unbiased Estimates, Ann. Math. Stat. 20 (1949), 477-501. (1949) Zbl0034.23002MR0034003
  3. D. L. Duttweiler T. Kailath, Parameter Estimation, IEEE Trans. Infor. Th. 1T-19 (1973), 1, 29-37. (1973) MR0406674
  4. A. Guichardet, Symmetric Hilbert Spaces and Related Topics, (Lecture Notes in Math. 261), Springer, New York 1972. (1972) Zbl0265.43008MR0493402
  5. V. Jarník, Integrální počet II, Nakladatelství ČSAV, Praha 1955. (1955) 
  6. T. Kailath H. L. Weinert, RKHS Approach to Detection and Estimation Problems - Part II. Gaussian Signal Detection, IEEE Trans. Infor. Th. IT-21 (1975), 1, 15-23. (1975) MR0384305
  7. H. Meschkowski, Hilbertsche Räume mit Kernfunktion, Springer, Berlin 1962. (1962) Zbl0103.08802MR0140912
  8. J. Neveu, Processus aléatoires gaussiens, Presses de l'Université de Montréal, 1968. (1968) Zbl0192.54701MR0272042
  9. E. Parzen, Time Series Analysis Papers, Holden-Day, San Francisco 1967. (1967) Zbl0171.39602MR0223042
  10. S. Saks A. Zygmund, Analytic Functions, PWN, Warszawa 1965. (1965) MR0180658
  11. A. V. Skorochod, Integration in Hilbert Space, Springer, New York 1974. (1974) MR0466482
  12. F. Štulajter, Nonlinear Estimations of Polynomials in Mean Values of a Gaussian Stochastic Process, Kybernetika 14 (1978), 3, 206-220. (1978) MR0506650

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