Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009)

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scientific article; zbMATH DE number 6688290
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Stationary Gaussian Markov processes as limits of stationary autoregressive time series
scientific article; zbMATH DE number 6688290

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    Stationary Gaussian Markov processes as limits of stationary autoregressive time series (English)
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    23 February 2017
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    Gaussian Markov processes
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    stationarity
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    autoregressive time series
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    stochastic differential equations
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