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Innovation processes associated with stationary Gaussian processes with application to the problem of prediction - MaRDI portal

Innovation processes associated with stationary Gaussian processes with application to the problem of prediction (Q3899252)

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Innovation processes associated with stationary Gaussian processes with application to the problem of prediction
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    Innovation processes associated with stationary Gaussian processes with application to the problem of prediction (English)
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    1978
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    innovation processes
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    stationary Gaussian processes
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    matrix Riccati equation
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