On Miroshin’s Second-Order Reciprocal Processes

DOI10.1137/0144014MaRDI QIDQ3317828zbMATH OpenOpenAlexFDO

Authors Julia Abrahams

Publication date 1984

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0144014

zbMATH Keywords

second-order Markov processessecond-order reciprocal processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10)

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• Multivariate reciprocal stationary Gaussian processes
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