On restricted linear estimation for regression in stochastic processes

Guido E. del Pino

Statistics & Probability Letters, 1985, vol. 3, issue 1, 9-13

Abstract: In this paper the problem of restricted linear estimation for regression in stochastic processes is analyzed from different viewpoints, using RKHS methods. Of special interest is a relationship with an extended regression problem. Applications of the results to finite dimensional situations are also given.

Keywords: restricted; estimation; stochastic; processes (search for similar items in EconPapers)
Date: 1985
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