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Square-Gaussian random processes and estimators of covariance functions. (English) Zbl 0910.60021
Summary: 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 enables us to investigate the joint distributions of estimators of covariance functions of Gaussian processes.

MSC:
60G07 General theory of stochastic processes
60G17 Sample path properties
60E15 Inequalities; stochastic orderings
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