A note on identification, characterisation of the Gaussian distribution and time reversibility in linear stochastic processes

DOI10.1007/BF00533320zbMath0339.60033MaRDI QIDQ4107696

Gideon Weiss, Mark Westcott

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Some Problems in the Spectral Theory of Higher-Order Moments. I
• Time-reversibility of linear stochastic processes
• On the structural information contained in the output of GI/G/?
• Identifiability in linear processes
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