Gaussian moving averages and semimartingales (Q1039048)

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Gaussian moving averages and semimartingales
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    Gaussian moving averages and semimartingales (English)
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    20 November 2009
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    semimartingales
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    Gaussian processes
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    stationary processes
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    moving averages
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    stochastic convolutions
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    non-canonical representations
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