Recurrent representation for stationary Gaussian processes (Q1808904)
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scientific article; zbMATH DE number 1369987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrent representation for stationary Gaussian processes |
scientific article; zbMATH DE number 1369987 |
Statements
Recurrent representation for stationary Gaussian processes (English)
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25 November 1999
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stationary Gaussian process
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conditional probability density function
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autoregressive process
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Yule-Walker equations
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truncated recurrent process
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0.9275538
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0.88423723
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0.8731114
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0.87072265
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