Sökning: "Gaussian measures on a Hilbert space."

Hittade 1 avhandling innehållade orden Gaussian measures on a Hilbert space..

1. 1. Functional Hodrick-Prescott Filter

   Författare :Hiba Nassar; Astrid Hilbert; Alexander Meister; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Inverse problems; adaptive estimation; Hodrick-Prescott filter; smoothing; trend extraction; Gaussian measures on a Hilbert space.; Mathematics; Matematik;

   Sammanfattning : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. LÄS MER