Prediction law of mixed Gaussian Volterra processes
نویسندگان
چکیده
منابع مشابه
Integral Transformations of Volterra Gaussian Processes
Acknowledgements First and foremost, I wish to thank my supervisor Esko Valkeila for giving me the possibility to write this thesis, for helpful guidance throughout its preparation and for precious advices. Especially, I would like to thank him for letting me do the things in my own way. I would like to thank Marina Kleptsyna for agreeing to act as my opponent in the public examination of the t...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2020
ISSN: 0167-7152
DOI: 10.1016/j.spl.2019.108594