Mixed Gaussian processes: a filtering approach (Q317498): Difference between revisions
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Gaussian processes | |||
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innovation representation | |||
Property / zbMATH Keywords: innovation representation / rank | |||
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linear filtering | |||
Property / zbMATH Keywords: linear filtering / rank | |||
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fractional processes | |||
Property / zbMATH Keywords: fractional processes / rank | |||
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Brownian motion | |||
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Revision as of 01:17, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Mixed Gaussian processes: a filtering approach |
scientific article |
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Mixed Gaussian processes: a filtering approach (English)
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30 September 2016
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Gaussian processes
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innovation representation
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linear filtering
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fractional processes
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Brownian motion
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