Spherically invariant processes: Their nonlinear structure, discrimination, and estimation

Steel T. Huang and Stamatis Cambanis

Journal of Multivariate Analysis, 1979, vol. 9, issue 1, 59-83

Abstract: The structure of the nonlinear space of a spherically invariant process is studied and the problem of discriminating between two spherically invariant processes as well as the problem of nonlinear estimation for spherically invariant processes are solved.

Keywords: Spherically; invariant; processes; Gaussian; processes; nonlinear; space; complete; orthonormal; sets; equivalence; and; singularity; Radon-Nikodym; derivatives; nonlinear; estimation; and; prediction (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (4)

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