Recurrent representation for stationary Gaussian processes

DOI10.1016/S0893-9659(98)00024-XzbMath0933.60039MaRDI QIDQ1808904

Yanyan Li

Publication date: 25 November 1999

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian processautoregressive processconditional probability density functionYule-Walker equationstruncated recurrent process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Mathematical Analysis of Random Noise
• Unnamed Item
• Unnamed Item

This page was built for publication: Recurrent representation for stationary Gaussian processes