scholarly journals Asymptotic Properties of Gaussian Processes

1972 ◽  
Vol 43 (2) ◽  
pp. 580-596 ◽  
Author(s):  
Clifford Qualls ◽  
Hisao Watanabe
Keyword(s):  
Gaussian Processes ◽  
Asymptotic Properties

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (3) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (03) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

scholarly journals Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

2020 ◽  
Vol 14 (1) ◽  
pp. 1962-2008
Author(s):  
François Bachoc ◽  
José Betancourt ◽  
Reinhard Furrer ◽  
Thierry Klein
Keyword(s):  
Maximum Likelihood ◽  
Gaussian Processes ◽  
Cross Validation ◽  
Asymptotic Properties
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