Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process

František Štulajter

Kybernetika (1978)

  • Volume: 14, Issue: 3, page (206)-220
  • ISSN: 0023-5954

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Štulajter, František. "Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process." Kybernetika 14.3 (1978): (206)-220. <http://eudml.org/doc/28566>.

@article{Štulajter1978,
author = {Štulajter, František},
journal = {Kybernetika},
language = {eng},
number = {3},
pages = {(206)-220},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process},
url = {http://eudml.org/doc/28566},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Štulajter, František
TI - Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 3
SP - (206)
EP - 220
LA - eng
UR - http://eudml.org/doc/28566
ER -

References

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  1. N. Aronszajn, Theory of Reproducing Kernels, Trans. Amer. Math. Soc.6S (1950), 337-404. (1950) Zbl0037.20701MR0051437
  2. D. L. Duttweiler T. Kailath, RKHS Approach to Detection and Estimation Problems - Part IV. Non Gaussian Detection, IEEE Trans. Inf. Th., IT-19 (1973), 19-28. (1973) MR0406673
  3. T. Kailath D. Duttweiler, An RKHS Approach to Detection and Estimation Problems - Part III. Generalized Innovations Representations and a Likelihood-Ratio Formula, IEEE Trans. Inf. Th., IT-18 (1972), 6, 730-745. (1972) MR0406672
  4. L. Duttweiler T. Kailath, RKHS Approach to Detection and Estimation Problems - Part V. Parameter Estimation, IEEE Trans. Inf. IT-19, (1973), 1, 29-37. (19,) MR0406674
  5. P. R. Halmos, Introduction to Hilbert space, Chelsea Publishing Company, New-York 1972. (1972) 
  6. И. A. Ибрагимов Ю. A. Poзанов, Гауссовские случайные процессы, Hayкa, Mocквa 1970. (1970) Zbl0221.10016
  7. G. Kallianpur, The Role of RKHS in the Study of Gaussian Processes, In Advances in Probability, vol. 2, M. Dekker INC. New York 1970, 59-83. (1970) MR0283866
  8. E. Parzen, Statistical Inference on Time Series by Hilbert Space Methods, Technical report No 23, Stanford 1959. (Reprinted in the book E. Parzen: Time Series Analysis Papers. Holden-Day, San Francisco 1967.) (1959) 
  9. E. Parzen, Statistical Inference on Time Series by RKHS Methods II, Proc. 12th Biennial Canadian Math. Congress, R. Pyke (Ed.), Providence, R. I.: Amer. Math. Soc. 1969, 1 - 37. (1969) MR0275616
  10. A. Pázman, Plans d'expérience pour les estimations de fonctionnelles non-linéaires, Annales de l'Institut H. Poincaré 13 (1977), No 3. (1977) MR0455230

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