This paper gives innovation of an infinite-dimensional isometric Markov stationary process. In terms of this innovation the process is expressed as an Ornstein-Uhlenbeck process. The result includes the innovation results provided earlier by Masani and Okabe. We use techniques of Nagy dilation...

It is shown in this note that the one-term Edgeworth expansion for the standardized sample mean of n independent lattice random vectors when perturbed by a random variable (1/[radical sign]n) U is the same as in the strongly non-lattice case, where U is a bounded random variable depending only...

Let 0* be the space of termpered distributions with standard Gaussian measure [mu]. Let (0) [subset of] L2([mu]) [subset of] (0)* be a Gel'fand triple over the white noise space (0*, [mu]). The S-transform (S[phi])([zeta]) = [integral operator]7 [phi](x + [zeta]) d[mu](x), [zeta] [set...

The efficient computation of multinormal integrals is an important problem of multivariate statistics. In this paper it is shown, that using methods of asymptotic analysis, asymptotic expansions for multinormal integrals can be obtained. These results are an extension of a result obtained by...

In a subclass of elliptical distributions, Stein estimators are robust in estimating the mean vector and the regression parameters in a linear regression model. Unbiased estimates of bias and risk are also given for the regression model.

The path continuity of a symmetric p-stable process is examined in terms of any stochastic integral representation for the process. When 0 p 1, we give necessary and sufficient conditions for path continuity in terms of any (every) representation. When 1 = p 2, we extend the known sufficiency...

Let {wij}, i, J = 1, 2, ..., be i.i.d. random variables and for each n let Mn = (1/n) WnWnT, where Wn = (wij), i = 1, 2, ..., p; j = 1, 2, ..., n; p = p(n), and p/n -- y 0 as n -- [infinity]. The weak behavior of the largest eigenvalue of Mn is studied. The primary aim of the paper is to show...

For some mixed models (involving both stochastic and nonstochastic predictors), a general class of permutationally distribution-free rank tests for some restricted alternative problems is considered. The proposed tests are asymptotically optimal in the light of the restricted likelihood ratio...

In this paper we derive several estimators of matrix valued realized signal to noise ratio as defined by Khatri and Rao (1987, IEEE Trans. Acoust. Speech Signal Process. ASSP-35, No. 5 671-679) for real and complex cases. To do so we define the matrix valued confluent hypergeometric distribution...

Ito's definition of the stochastic integral with respect to a Wiener process in the dual of a nuclear space is simplified and slightly generalized. This definition yields a completely intrinsic description of the class of random, operator-valued integrands. For a large class of spaces (e.g. for...