On the regularity of stochastic processes that are functions of stationary Gaussian processes
type: Item
instance of: scholarly article
title: On the regularity of stochastic processes that are functions of stationary Gaussian processes
zbMATH Open document ID: 0826.60030
author: N. P. Zabotina
published in: Problems of Information Transmission
publication date: 1995-08-21T00:00:00Z
review text: Let \(\{x_t : t \in T\}\) be a linear regular or singular Gaussian process. The author gives conditions for the stationary process \(\{f(x_t) : t \in T\}\) to be regular or singular.
reviewed by: A. Ya. Dorogovtsev
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 786840
zbMATH Keywords: Gaussian process
zbMATH Keywords: linear regularity and singularity
zbMATH Keywords: stationary process
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 786840