Cramér-Hida Representations via the Prediction Process

Antonio F. Gualtierotti
Additional contact information
Antonio F. Gualtierotti: University of Lausanne, HEC and IDHEAP

Chapter Chapter 9 in Detection of Random Signals in Dependent Gaussian Noise, 2015, pp 703-791 from Springer

Abstract: Abstract The prediction process of Knight [157, 158, 160] has “wide sense” and “strict sense” interpretations, with the meaning of those terms that of Doob [78].

Keywords: Prediction Process; Orthogonal Increments; Multiplicity Considerations; Quadratic Mean; Sensory Ones (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-3-319-22315-5_9

Ordering information: This item can be ordered from
http://www.springer.com/9783319223155

DOI: 10.1007/978-3-319-22315-5_9

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().