Recurrent representation for stationary Gaussian processes
type: Item
instance of: scholarly article
title: Recurrent representation for stationary Gaussian processes
zbMATH Open document ID: 0933.60039
DOI: 10.1016/S0893-9659(98)00024-X
author: Yanyan Li
published in: Applied Mathematics Letters
publication date: 1999-11-25T00:00:00Z
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 1369987
zbMATH Keywords: stationary Gaussian process
zbMATH Keywords: conditional probability density function
zbMATH Keywords: autoregressive process
zbMATH Keywords: Yule-Walker equations
zbMATH Keywords: truncated recurrent process
MaRDI profile type: Publication
cites work: Mathematical Analysis of Random Noise
cites work: Q3847819
cites work: Q5732125
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description: scientific article; zbMATH DE number 1369987