On the Sufficient Statistics for Stationary Gaussian Random Processes
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Publication:5609772
DOI10.1137/1106024zbMath0209.19404OpenAlexW2062054157MaRDI QIDQ5609772
No author found.
Publication date: 1962
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: http://real.mtak.hu/17132/1/007_Egyesitett_On%20the%20Sufficient%20Statistics%20for%20Stationary%20Gaussian%20Random%20Processes.pdf
Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sufficient statistics and fields (62B05)
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