When are two multivariate random processes indistinguishable
From MaRDI portal
Publication:2369971
DOI10.1007/s10878-006-7907-1zbMath1113.62093MaRDI QIDQ2369971
Publication date: 21 June 2007
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10878-006-7907-1
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15: Gaussian processes
62M09: Non-Markovian processes: estimation
93B30: System identification
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