The square of a Gaussian process

DOI10.1007/BF00532854MaRDI QIDQ5656160zbMATH OpenOpenAlexFDO

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

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