Anwendung der theorie kernreproduziereiider hulbert-R
ume in der statistik zufs
lliger vektorprozesse
Author:
Gisela Wittwer a
| Affiliation: | a Sektion Mathematik, Technische Universit t Dresden, Dresden |
DOI:
10.1080/02331887608801335
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
To each second order random vector process there coresponds a reproducing kernel Hilbert space H(K), whose kernel is the covariance function K of the process. In the paper we propose a method to construct the scalar product of H(K) and the isometric transformation from H(K) to the Hilbert space of second order random variables generated by the process itself. Examples and statistical applications to extrapolation and regression problems are considered.
|
| view references (10) |

Download Citation


t Dresden, Dresden
CiteULike
Del.icio.us
BibSonomy
Connotea