On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function (Q3716015)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function |
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On Sufficient Statistics of Gaussian Processes with Rational Spectral Density Function (English)
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1986
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representation theorem
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stationary Gaussian ARMA processes
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stochastic differential equations
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