scientific article; zbMATH DE number 4216186

MaRDI QIDQ3363444zbMATH OpenFDO

Authors B. S. Tsirel'son

Publication date 1990

Full work available at URL https://eudml.org/doc/68120

zbMATH Keywords

finite correlation functionGaussian stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15)

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(10)

• Extremal two-correlations of two-valued stationary one-dependent processes
• On the upper and lower classes for a stationary Gaussian stochastic process
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• On small deviations of stationary Gaussian processes and related analytic inequalities
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• Stationary Gaussian Markov processes as limits of stationary autoregressive time series
• Estimates for the distribution of Hölder semi-norms of real stationary Gaussian processes with a stable correlation function

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