On the regularity of stochastic processes that are functions of stationary Gaussian processes (Q1895476)
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scientific article; zbMATH DE number 786840
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| English | On the regularity of stochastic processes that are functions of stationary Gaussian processes |
scientific article; zbMATH DE number 786840 |
Statements
On the regularity of stochastic processes that are functions of stationary Gaussian processes (English)
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21 August 1995
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Let \(\{x_t : t \in T\}\) be a linear regular or singular Gaussian process. The author gives conditions for the stationary process \(\{f(x_t) : t \in T\}\) to be regular or singular.
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Gaussian process
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linear regularity and singularity
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stationary process
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0.7729331254959106
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0.76924729347229
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