On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function (Q3716015)
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scientific article; zbMATH DE number 3945030
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| English | On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function |
scientific article; zbMATH DE number 3945030 |
Statements
On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function (English)
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1986
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representation theorem
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stationary Gaussian ARMA processes
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stochastic differential equations
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0.8047950267791748
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0.8042320609092712
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0.776398777961731
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0.7749258875846863
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