Recurrent representation for stationary Gaussian processes

DOI10.1016/S0893-9659(98)00024-XMaRDI QIDQ1808904zbMATH OpenFDO

Authors Yanyan Li, Hirohisa Morikawa

Publication date 25 November 1999

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0893-9659(98)00024-X

zbMATH Keywords

autoregressive processconditional probability density functionstationary Gaussian processtruncated recurrent processYule-Walker equations

Mathematics Subject Classification ID

Gaussian processes (60G15)

Recommendations

• A stochastic variational framework for recurrent Gaussian processes models
• Publication:4720490
• Representations for multivariate reciprocal Gaussian processes
• scientific article; zbMATH DE number 1640103
• Deep state-space Gaussian processes
• Bayesian learning for recurrent neural networks
• Multivariate reciprocal stationary Gaussian processes
• Recurrent sampling models

Cites work

• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 3195740 (Why is no real title available?)
• Mathematical Analysis of Random Noise

Cited in

(3)

• Recurrence plots of discrete-time Gaussian stochastic processes
• scientific article; zbMATH DE number 1640103 (Why is no real title available?)
• scientific article; zbMATH DE number 3992564 (Why is no real title available?)

This page was built for publication: Recurrent representation for stationary Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1808904)