Existence of smoothed stationary processes on an interval

DOI10.1016/0304-4149(90)90126-DMaRDI QIDQ911145zbMATHFDO

Authors Donald Ylvisaker, Toby J. Mitchell, Max D. Morris

Publication date 1990

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

smoothingOrnstein-Uhlenbeck processstationary processesBayesian modelling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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Cites work

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• Recent developments in information-based complexity

Cited in

(2)

• Integration of covariance kernels and stationarity
• AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES

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