Representation of Gaussian semimartingales with applications to the covariance function

DOI10.1080/17442500903251857MaRDI QIDQ3080992zbMATH OpenOpenAlexFDO

Authors Andreas Basse-O'Connor

Publication date 11 March 2011

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500903251857

zbMATH Keywords

Gaussian processescovariance functionstationary processessemimartingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

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