"Canonical representation" - Selaus asiasanan mukaanArtikkelit

    • Generalized Gaussian bridges 

      Sottinen, Tommi; Yazigi, Adil (ElsevierNorth-Holland Publ. Co.Bernoulli Society for Mathematical Statistics and Probability, 2014)
      A generalized bridge is a stochastic process that is conditioned on N linear functionals of its path. We consider two types of representations: orthogonal and canonical. The orthogonal representation is constructed from ...