NONANTICIPATIVE REPRESENTATIONS OF EQUIVALENT GAUSSIAN PROCESSES

被引：12

作者：

KALLIANPUR, G ^{[1
]}

OODAIRA, H ^{[1
]}

机构：

[1] UNIV MINNESOTA, MINNEAPOLIS, MN 55453 USA

来源：

关键词：

D O I：

10.1214/aop/1176997027

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：104 / 122

页数：19

共 9 条

[1]

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[2]

GOHBERG IC, 1969, INTRO LINEAR NONSELF

[3]

Hitsuda M., 1968, OSAKA J MATH, V5, P299

[4] LIKELIHOOD RATIOS FOR GAUSSIAN PROCESSES [J].

KAILATH, T .

[5]

Kallianpur G., 1963, P S TIM SER AN, P279

[6]

RIESZ F, 1955, FUNCTIONAL ANALYSIS

[7]

ROZANOV YA, 1971, INFINITE DIMENSIONAL

[8] RADON-NIKODYM DERIVATIVES OF GAUSSIAN MEASURES [J].

SHEPP, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :321-&

[9]

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