| Title:
|
Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process (English) |
| Author:
|
Štulajter, František |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
3 |
| Year:
|
1978 |
| Pages:
|
(206)-220 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M07 |
| MSC:
|
62M09 |
| idZBL:
|
Zbl 0386.62072 |
| idMR:
|
MR506650 |
| . |
| Date available:
|
2009-09-24T17:01:55Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125411 |
| . |
| Reference:
|
[1] N. Aronszajn: Theory of Reproducing Kernels.Trans. Amer. Math. Soc.6S (1950), 337-404. Zbl 0037.20701, MR 0051437 |
| Reference:
|
[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. MR 0406673 |
| Reference:
|
[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. MR 0406672 |
| Reference:
|
[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. MR 0406674 |
| Reference:
|
[5] P. R. Halmos: Introduction to Hilbert space.Chelsea Publishing Company, New-York 1972. |
| Reference:
|
[6] И. A. Ибрагимов Ю. A. Poзанов: Гауссовские случайные процессы.Hayкa, Mocквa 1970. Zbl 0221.10016 |
| Reference:
|
[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. MR 0283866 |
| Reference:
|
[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.) |
| Reference:
|
[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. MR 0275616 |
| Reference:
|
[10] A. Pázman: Plans d'expérience pour les estimations de fonctionnelles non-linéaires.Annales de l'Institut H. Poincaré 13 (1977), No 3. MR 0455230 |
| . |
