Skip to main content
SpringerLink
Log in

Statistics for the correlation function of a process obtained from a wiener process by means of a special transformation

  • Published:
Ukrainian Mathematical Journal Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literature cited

  1. I. Sh. Ibramkhalilov, “On the existence of rigorous estimates for the correlation operator of a Gaussian distribution,” in: Problems in Statistics and Stochastic Control [in Russian], Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev (1973), pp. 106–115.

    Google Scholar 

  2. I. Sh. Ibramkhalilov, “On Bayesian estimates for the correlation operator of Gaussian variables in Hilbert space,” in: Problems in Statistics and Stochastic Control [in Russian], Institute of Mathematics, Academy of Sciences of the Ukrainian SSR; Kiev (1973), pp. 116–125.

    Google Scholar 

  3. I. Sh. Ibramkhalilov and A. V. Skorokhod, “Determination of the mean for a Wiener process observed on an infinite interval,” Teor. Veroyatn. Primen.,18, No. 4, 804–808 (1973).

    Google Scholar 

  4. A. V. Skorokhod, “A continuity theorem for a stochastic function on a compact set in Hilbert space,” Teor. Veroyatn. Primen.,18, No. 4, 809–811 (1973).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Ukraine

    I. Sh. Ibramkhalilov

Authors
  1. I. Sh. Ibramkhalilov
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 30, No. 6, pp. 731–737, November–December, 1978.

The author expresses his deep gratitude to A. V. Skorokhod for consultations and helpful advice.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ibramkhalilov, I.S. Statistics for the correlation function of a process obtained from a wiener process by means of a special transformation. Ukr Math J 30, 549–554 (1978). https://doi.org/10.1007/BF01091378

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01091378

Keywords

Search

Navigation