The square of a Gaussian process

DOI10.1007/BF00532854zbMATH Open0244.60033OpenAlexW23933779MaRDI QIDQ5656160FDOQ5656160

Authors: F. Alberto Grünbaum 

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532854

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Cited In (6)

• Simultaneous unitary equivalence
• An inverse problem for Gaussian processes
• Square of Brownian motion
• The square of shot noise
• Looking at a Gaussian process through a window
• Identifying a Gaussian signal after a zero-memory filter

This page was built for publication: The square of a Gaussian process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5656160)