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