IDENTIFICATION OF ELLIPTIC GAUSSIAN-PROCESSES

Authors
BENASSI A COHEN S JAFFARD S
Citation
A. Benassi et al., IDENTIFICATION OF ELLIPTIC GAUSSIAN-PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 319(8), 1994, pp. 877-880
Citations number
7
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
319
Issue
8
Year of publication
1994
Pages
877 - 880
Database
ISI
SICI code
0764-4442(1994)319:8<877:IOEG>2.0.ZU;2-H
Abstract
We show how to identify the characteristic parameters of a class of ga ussian processes, even when perturbed by a (stronger) gaussian noise.