Michael Hediger

activity

20212025

most citedAsymptotic analysis of ML-covariance parameter estimators based on covariance approximations

3 citations · 3 across the 4 of their papers we have counts for

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math.PR2025

Equivalent Gaussian distributions on commutative spaces: An RKHS analysis

Michael Hediger

The investigation of equivalent Gaussian distributions for stochastic processes is a central problem in probability and statistics. In this context, the choice of the index set and…

math.PR2023

A note on maximal conditional entropy on Lebesgue spaces

Michael Hediger

Let $(X, B, P)$ be a probability space and $a$ be a sub $σ$ -field that is generated by an increasing sequence of sub $σ$ -fields $(\mathit{a}_{n})_{n \in \mathbb{N}…

math.PR2022

On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling

Reinhard Furrer, Michael Hediger

For a stationary random function $ξ$ , sampled on a subset $D$ of $R^{d}$ , we examine the equivalence and orthogonality of two zero-mean Gaussian measures $P_{1}$ …