推广Karhunen - loeve du pont brownien的发展

Jean-Renaud Pycke
{"title":"推广Karhunen - loeve du pont brownien的发展","authors":"Jean-Renaud Pycke","doi":"10.1016/S0764-4442(01)02053-5","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper we give the Karhunen–Loève expansion of a centered Gaussian process whose covariance function depends on two parameters, including the covariance function of the Brownian bridge as a special case. A statistical application, related to the weighted uniform empirical process is provided.</p></div>","PeriodicalId":100300,"journal":{"name":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","volume":"333 7","pages":"Pages 685-688"},"PeriodicalIF":0.0000,"publicationDate":"2001-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S0764-4442(01)02053-5","citationCount":"6","resultStr":"{\"title\":\"Une généralisation du développement de Karhunen–Loève du pont brownien\",\"authors\":\"Jean-Renaud Pycke\",\"doi\":\"10.1016/S0764-4442(01)02053-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this paper we give the Karhunen–Loève expansion of a centered Gaussian process whose covariance function depends on two parameters, including the covariance function of the Brownian bridge as a special case. A statistical application, related to the weighted uniform empirical process is provided.</p></div>\",\"PeriodicalId\":100300,\"journal\":{\"name\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"volume\":\"333 7\",\"pages\":\"Pages 685-688\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/S0764-4442(01)02053-5\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0764444201020535\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0764444201020535","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6

摘要

本文给出了协方差函数依赖于两个参数的中心高斯过程的karhunen - lo展开式,其中布朗桥的协方差函数是一个特例。提供了一个与加权均匀经验过程有关的统计应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Une généralisation du développement de Karhunen–Loève du pont brownien

In this paper we give the Karhunen–Loève expansion of a centered Gaussian process whose covariance function depends on two parameters, including the covariance function of the Brownian bridge as a special case. A statistical application, related to the weighted uniform empirical process is provided.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信