Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space

DOI10.1214/11-AOP666zbMath1266.60064arXiv1101.1931OpenAlexW2963484372MaRDI QIDQ690869

Gaël Ceillier

Publication date: 29 November 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1931

zbMATH Keywords

filtrationstationary processstandardness

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General theory of stochastic processes (60G07)

Related Items (1)

Sufficient conditions for the filtration of a stationary processes to be standard

Cites Work

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• Stationary processes whose filtrations are standard
• Processes with no standard extension
• Processes with long memory: Regenerative construction and perfect simulation
• ${\bi T},{\bi T}^{\bf -1}$ is not standard
• Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory

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