Original scientific paper
Square-Gaussian random processes and estimators of covariance functions
Y. V. Kozachenko
O. V. Stus
Abstract
In this paper inequalities for distributions of quadratic forms from square-Gaussian random variables and distributions of suprema of quadratic forms from square-Gaussian random processes are proved. These inequalities enable us to investigate the jointly distributions of estimators of covariance functions of Gaussian processes.
Keywords
square-Gaussian random variables; random process; metric space; confidence ellipsoid
Hrčak ID:
1787
URI
Publication date:
20.6.1998.
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