Gaussian Bridges : Modeling and Inference
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-...
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| Format: | Doctoral Thesis |
| Language: | English |
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Uppsala universitet, Analys och sannolikhetsteori
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-232544 http://nbn-resolving.de/urn:isbn:978-91-506-2420-5 |