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Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. (English) Zbl 0355.62084
Theor. Probab. math. Statist. 3 (1970, 1974), 199-203 (1975).

MSC:
62M20 Inference from stochastic processes and prediction
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G35 Signal detection and filtering (aspects of stochastic processes)