The square of a Gaussian process

DOI10.1007/BF00532854zbMath0244.60033OpenAlexW23933779MaRDI QIDQ5656160

F. Alberto Gruenbaum

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf00532854

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Related Items (6)

An inverse problem for Gaussian processes ⋮ Square of Brownian motion ⋮ Looking at a Gaussian process through a window ⋮ The square of shot noise ⋮ Identifying a Gaussian signal after a zero-memory filter ⋮ Simultaneous unitary equivalence

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