On a martingale related to a strictly stationary random process in \(R^ 1\)
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Publication:2544121
DOI10.1007/BF01110001zbMath0211.21602MaRDI QIDQ2544121
Publication date: 1971
Published in: Mathematische Zeitschrift (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/171537
Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44) Prediction theory (aspects of stochastic processes) (60G25)
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