A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process

DOI10.1007/BF01663469zbMath0612.60040OpenAlexW2055366831MaRDI QIDQ1088289

Valentin Solev

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01663469

zbMATH Keywords

stationary Gaussian processesabsolute continuity of measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Continuity and singularity of induced measures (60G30)

Cites Work

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