A transformation from prediction to past of an $L^2$-stochastic process

Knight, Frank B.

A transformation from prediction to past of an

L^{2}

-stochastic process

Knight, Frank B.

Séminaire de probabilités de Strasbourg, Tome 17 (1983), pp. 1-14.

MR Zbl

@article{SPS_1983__17__1_0,
     author = {Knight, Frank B.},
     title = {A transformation from prediction to past of an $L^2$-stochastic process},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {1--14},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {17},
     year = {1983},
     mrnumber = {770392},
     zbl = {0508.60038},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1983__17__1_0/}
}

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AU  - Knight, Frank B.
TI  - A transformation from prediction to past of an $L^2$-stochastic process
JO  - Séminaire de probabilités de Strasbourg
PY  - 1983
SP  - 1
EP  - 14
VL  - 17
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1983__17__1_0/
LA  - en
ID  - SPS_1983__17__1_0
ER  -

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%A Knight, Frank B.
%T A transformation from prediction to past of an $L^2$-stochastic process
%J Séminaire de probabilités de Strasbourg
%D 1983
%P 1-14
%V 17
%I Springer - Lecture Notes in Mathematics
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%G en
%F SPS_1983__17__1_0

Knight, Frank B. A transformation from prediction to past of an $L^2$-stochastic process. Séminaire de probabilités de Strasbourg, Tome 17 (1983), pp. 1-14. http://www.numdam.org/item/SPS_1983__17__1_0/

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3. F.B. Knight, A post-predictive view of Gaussian processes, Annales Scientifiques de l'Ecole Normale Supérieure, 1983. | Numdam | MR | Zbl

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5. P. Lévy, Fonctionsaléatoires à corrélation linéaire, Illinois Journal of Math. vol. 1 (1957), 217-258. | MR | Zbl