"Gaussian processes" - Selaus asiasanan mukaanArtikkelit
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Fredholm representation of multi-parameter Gaussian processes with applications to equivalence in law and series expansions
(VTeX, 2015)
articleWe show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. The Fredholm kernel in the ... -
Generalized Gaussian bridges
(ElsevierNorth-Holland Publ. Co.Bernoulli Society for Mathematical Statistics and Probability, 2014)
articleA 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 ... -
Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes
(VTeX, 26.06.2023)
articleThe so-called multi-mixed fractional Brownian motions (mmfBm) and multi-mixed fractional Ornstein–Uhlenbeck (mmfOU) processes are studied. These processes are constructed by mixing by superimposing or mixing (infinitely ... -
Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
(Springer, 24.01.2017)
articleWe study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry–Esseen bound of the so-called second moment estimator of the mean reversion ...
