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Q5186587 - MaRDI portal

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scientific article; zbMATH DE number 3894313
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English
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scientific article; zbMATH DE number 3894313

    Statements

    author
    Jiří Anděl
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    publication date
    1984
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    Mathematics Subject Classification ID
    62M10
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    62M20
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    62-01
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    62M15
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    91B84
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    zbMATH DE Number
    3894313
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    zbMATH Keywords
    Gaussian processes
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    second order properties
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    stationarity
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    covariance functions
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    spectral densities
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    Hilbert spaces
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    prediction
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    filtering
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    linear models of ARMA type
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    multi-dimensional models
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