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Stulajter, Frantisek

Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process. (English) Zbl 0386.62072

Kybernetika, Praha 14, 206-220 (1978).
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Cited in 4 Documents

MSC:

62M09 Non-Markovian processes: estimation
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\textit{F. Stulajter}, Kybernetika 14, 206--220 (1978; Zbl 0386.62072)
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References:

[1] N. Aronszajn: Theory of Reproducing Kernels. Trans. Amer. Math. Soc.6S (1950), 337-404. · Zbl 0037.20701
[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. · Zbl 0257.94002
[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. · Zbl 0244.94003
[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. · Zbl 0257.94003
[5] P. R. Halmos: Introduction to Hilbert space. Chelsea Publishing Company, New-York 1972.
[6] И. А. Ибрагимов Ю. А. Розанов: Гауссовские случайные процессы. Hayka, Москва 1970. · Zbl 0221.10016
[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.
[8] E. Parzen: Statistical Inference on Time Series by Hilbert Space Methods. Technical report No 23, Stanford 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. · Zbl 0253.60053
[10] A. Pázman: Plans d’expérience pour les estimations de fonctionnelles non-linéaires. Annales de l’Institut H. Poincaré 13 (1977), No 3.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.