Existence of the linear prediction for Banach space valued Gaussian processes (original) (raw)
Related papers
Trajectories of Gaussian processes and interpolation of Banach spaces
Stochastic Processes and Their Applications, 1987
Gaussian measures on a Banach space
Journal of Functional Analysis, 1970
Journal of Soviet Mathematics, 1983
The covariation for Banach space valued processes and applications
Giorgio Fabbri, Cristina Di Girolami
Metrika, 2014
Stochastic Analysis of Gaussian Processes via Fredholm Representation
On linear prediction of random processes under conditions of uncertainty
Theory of Probability and Mathematical Statistics, No. 45,1992, 1992
Gauss-Markov processes on Hilbert spaces
Transactions of the American Mathematical Society, 2015
Regularity of Gaussian Processes on Dirichlet Spaces
Constructive Approximation
The Modeling of Gaussian Stationary Random Processes with a Certain Accuracy and Reliability
2017
Hilbert Space Valued Generalized Random Processes – Part I
2007
On the characteristics of a class of Gaussian processes within the white noise space setting
Stochastic Processes and their Applications, 2010
State Space Models for Gaussian Stochastic Processes
Stochastic Systems: The Mathematics of Filtering and Identification and Applications, 1981
Prediction Error for Continuous-Time Stationary Processes with Singular Spectral Densities
Acta Applicandae Mathematicae, 2008
Representations and regularity of Gaussian processes
2015
Generalized covariation for Banach space valued processes, It\^o formula and applications
OSAKA JOURNAL OF MATHEMATICS
Introduction to Infinite Dimensional Stochastic Analysis
2000
On the Structure of the Infinitesimal sigma\sigma sigma-Algebra of Gaussian Processes and Fields
Theory of Probability & Its Applications, 1987
Realization Theory for Multivariate Stationary Gaussian Processes
SIAM Journal on Control and Optimization, 1985
Statistical problems of the elementary Gaussian processes: II. Statistics and related problems
Integration-by-parts characterizations of Gaussian processes
Collectanea Mathematica, 2020
Gaussian measures in certain function spaces
Lecture Notes in Mathematics, 1981
On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
2021
A class of Gaussian processes with fractional spectral measures
Daniel Alpay, David Levanony, Palle Jorgensen
Journal of Functional Analysis, 2011
An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes
Springer Proceedings in Mathematics & Statistics, 2014
Spectral representation of semistable processes, and semistable laws on Banach spaces
Journal of Multivariate Analysis, 1987
A Gaussian Radon transform for Banach spaces
Journal of Functional Analysis, 2012
On the Equivalence of Multiparameter Gaussian Processes
Journal of Theoretical Probability, 2006
Stationary systems of Gaussian processes
The Annals of Applied Probability, 2010
Karhunen–Loève decomposition of Gaussian measures on Banach spaces
Probability and Mathematical Statistics, 2019
Representation and properties of a class of conditionally Gaussian processes
Latin American journal of probability and mathematical statistics