Realization Theory for Multivariate Stationary Gaussian Processes (Q3724200)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Realization Theory for Multivariate Stationary Gaussian Processes |
scientific article |
Statements
Realization Theory for Multivariate Stationary Gaussian Processes (English)
0 references
1985
0 references
stochastic realization
0 references
stationary Gaussian vector process
0 references
splitting subspace
0 references
Hardy functions
0 references
differential-equations type stochastic realizations
0 references
minimality
0 references