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

https://hrcak.srce.hr/1787

Publication date:

20.6.1998.

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