Sökning: "Maik Görgens"

Hittade 1 avhandling innehållade orden Maik Görgens.

  1. 1. Gaussian Bridges : Modeling and Inference

    Författare :Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. LÄS MER