Second order processes with restrictions in the index set and applications

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.

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Year of publication:	1987
Authors:	Pino, Guido E. del
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1987, 1, p. 1-5
Publisher:	Elsevier
Keywords:	second order processes reproducing kernel Hilbert space matrix inversion Fisher information matrix censoring

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254438