Stochastic oscillatory integrals with quadratic phase function are studied in the case where amplitude functions are multiple Wiener integrals. We show that a principle of stationary phase holds when kernels of multiple Wiener integrals are of trace class. On the way, we establish a new criterion fo
β¦ LIBER β¦
Function approximation and integration on the wiener space with noisy data
β Scribed by L Plaskota
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 893 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0885-064X
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## Abstract We assume that the input in a transfer function noise model is determined by a proportionalβintegralβderivative controller that is subject to noise. We show how such a noisy feedback in the input series affects the standard BoxβJenkins method of specifying the transfer function model. O