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Spherically invariant processes: Their nonlinear structure, discrimination, and estimation

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  • Huang, Steel T.
  • Cambanis, Stamatis

Abstract

The structure of the nonlinear space of a spherically invariant process is studied and the problem of discriminating between two spherically invariant processes as well as the problem of nonlinear estimation for spherically invariant processes are solved.

Suggested Citation

  • Huang, Steel T. & Cambanis, Stamatis, 1979. "Spherically invariant processes: Their nonlinear structure, discrimination, and estimation," Journal of Multivariate Analysis, Elsevier, vol. 9(1), pages 59-83, March.
    • Handle: RePEc:eee:jmvana:v:9:y:1979:i:1:p:59-83
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    Cited by:

    1. Ma, Chunsheng, 2021. "Hyperbolic cosine ratio and hyperbolic sine ratio random fields," Statistics & Probability Letters, Elsevier, vol. 179(C).
    2. Klaus Müller & Wolf-Dieter Richter, 2019. "On p-generalized elliptical random processes," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-37, December.
    3. Ma, Chunsheng, 2023. "Multivariate exponential power Lévy processes and random fields," Statistics & Probability Letters, Elsevier, vol. 197(C).
    4. Lu, Tianshi & Du, Juan & Ma, Chunsheng, 2022. "Stochastic comparison for elliptically contoured random fields," Statistics & Probability Letters, Elsevier, vol. 189(C).

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