Cover Image

On restricted linear estimation for regression in stochastic processes

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.
Year of publication:
1985
Authors: Pino, Guido E. del
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 1, p. 9-13
Publisher: Elsevier
Subject: restricted estimation stochastic processes
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005137766
Similar items by person