A class of stationary stochastic processes

DOI10.4064/SM222-3-1zbMath1301.93146OpenAlexW2317648673MaRDI QIDQ5169928

Viktor D. Didenko, Natalia Rozhenko

Publication date: 16 July 2014

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm222-3-1

zbMATH Keywords

spectral densitystationary stochastic processstochastic realizationmeromorphic pseudo-continuation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

This page was built for publication: A class of stationary stochastic processes