On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property

DOI10.1017/S0027763000024673zbMath0309.60026MaRDI QIDQ4067842

Yasunori Okabe

Publication date: 1974

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25)

Related Items (1)

Innovation processes associated with stationary Gaussian processes with application to the problem of prediction

Cites Work

• Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
• The Elementary Gaussian Processes

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