Second order processes with restrictions in the index set and applications

Guido E. del Pino

Statistics & Probability Letters, 1987, vol. 6, issue 1, 1-5

Abstract: The effect of restrictions in the index set of a second order process is analized. Applications are made to Wiener and tied down Wiener processes, to matrix inversion and to a heuristic derivation of asymptotic information matrix under censoring.

Keywords: second; order; processes; reproducing; kernel; Hilbert; space; matrix; inversion; Fisher; information; matrix; censoring (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(87)90049-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:6:y:1987:i:1:p:1-5

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().