Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process

Statistics and Probability Letters

Volumn 42, Issue 1, 1999, Pages 91-98

  Ruiz Molina, Juan Carlos ^a   Navarro, Jesús ^a   Valderrama, J Mariano ^b  

^a UNIVERSITY OF JAÉN   (Spain)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Approximative Karhunen Lo ve expansion; Differentiation of the modified approximative expansion; Modified approximative expansion

Indexed keywords

EID: 0002269622     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00209-0     Document Type: Article

References (8)

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