A Markov property for Gaussian processes with a multidimensional parameter

DOI10.1007/BF00252003zbMath0277.60025MaRDI QIDQ1393896

Loren D. Pitt

Publication date: 1971

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

60G15: Gaussian processes

60G25: Prediction theory (aspects of stochastic processes)

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