| Title:
|
Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process (English) |
| Author:
|
Štulajter, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
16 |
| Issue:
|
3 |
| Year:
|
1980 |
| Pages:
|
(248)-262 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G15 |
| MSC:
|
62G15 |
| MSC:
|
62M09 |
| idZBL:
|
Zbl 0453.62070 |
| idMR:
|
MR587572 |
| . |
| Date available:
|
2009-09-24T17:14:19Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125121 |
| . |
| Reference:
|
[1] N. Aronszajn: Theory of Reproducing Kernels.Trans. Amer. Math. Soc. 68 (1950), 337-404. Zbl 0037.20701, MR 0051437 |
| Reference:
|
[2] E. W. Barankin: Locally Best Unbiased Estimates.Ann. Math. Stat. 20 (1949), 477-501. Zbl 0034.23002, MR 0034003 |
| Reference:
|
[3] D. L. Duttweiler T. Kailath: Parameter Estimation.IEEE Trans. Infor. Th. 1T-19 (1973), 1, 29-37. MR 0406674 |
| Reference:
|
[4] A. Guichardet: Symmetric Hilbert Spaces and Related Topics.(Lecture Notes in Math. 261), Springer, New York 1972. Zbl 0265.43008, MR 0493402 |
| Reference:
|
[5] V. Jarník: Integrální počet II.Nakladatelství ČSAV, Praha 1955. |
| Reference:
|
[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. MR 0384305 |
| Reference:
|
[7] H. Meschkowski: Hilbertsche Räume mit Kernfunktion.Springer, Berlin 1962. Zbl 0103.08802, MR 0140912 |
| Reference:
|
[8] J. Neveu: Processus aléatoires gaussiens.Presses de l'Université de Montréal, 1968. Zbl 0192.54701, MR 0272042 |
| Reference:
|
[9] E. Parzen: Time Series Analysis Papers.Holden-Day, San Francisco 1967. Zbl 0171.39602, MR 0223042 |
| Reference:
|
[10] S. Saks A. Zygmund: Analytic Functions.PWN, Warszawa 1965. MR 0180658 |
| Reference:
|
[11] A. V. Skorochod: Integration in Hilbert Space.Springer, New York 1974. MR 0466482 |
| Reference:
|
[12] F. Štulajter: Nonlinear Estimations of Polynomials in Mean Values of a Gaussian Stochastic Process.Kybernetika 14 (1978), 3, 206-220. MR 0506650 |
| . |
