Gaussian reciprocal processes revisited

DOI10.1016/0167-7152(91)90095-9zbMath0739.60029OpenAlexW1976605833MaRDI QIDQ1181123

Raymond Recoules

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90095-9

zbMATH Keywords

Gaussian processesMarkov processreciprocal processprocess defined on the circle

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items (2)

Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ White noise indexed by loops

Cites Work

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• Multivariate reciprocal stationary Gaussian processes
• On a Criterion for Gaussian Random Processes to Be Markovian
• Second-Order Markov and Reciprocal Stationary Gaussian Processes
• Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
• Reciprocal processes
• Reciprocal Processes: The Stationary Gaussian Case

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