Spherically invariant processes: Their nonlinear structure, discrimination, and estimation

The structure of the nonlinear space of a spherically invariant process is studied and the problem of discriminating between two spherically invariant processes as well as the problem of nonlinear estimation for spherically invariant processes are solved.

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Year of publication:	1979
Authors:	Huang, Steel T. ; Cambanis, Stamatis
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 1, p. 59-83
Publisher:	Elsevier
Keywords:	Spherically invariant processes Gaussian processes nonlinear space complete orthonormal sets equivalence and singularity Radon-Nikodym derivatives nonlinear estimation and prediction

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

Persistent link: https://www.econbiz.de/10005221566