On regression representations of stochastic processes

DOI10.1016/0304-4149(93)90001-KzbMath0779.60058OpenAlexW2051707471MaRDI QIDQ2368162

Vincent de Valk, Ludger Rüschendorf

Publication date: 19 January 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90001-k

zbMATH Keywords

factor representationsregression representations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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