Gaussian moving averages and semimartingales
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Publication:1039048
DOI10.1214/EJP.v13-526zbMath1191.60043MaRDI QIDQ1039048
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/229677
Gaussian processessemimartingalesstationary processesmoving averagesstochastic convolutionsnon-canonical representations
Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Random measures (60G57)
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