Stationary Gaussian Markov processes as limits of stationary autoregressive time series
type: Item
instance of: scholarly article
title: Stationary Gaussian Markov processes as limits of stationary autoregressive time series
zbMATH Open document ID: 1358.60056
author: Philip Ernst
author: Lawrence Brown
author: Robert L. Wolpert
author: Larry Shepp
published in: Journal of Multivariate Analysis
publication date: 2017-02-23T00:00:00Z
full work available at URL: https://repository.upenn.edu/statistics_papers/622
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6688290
zbMATH Keywords: Gaussian Markov processes
zbMATH Keywords: stationarity
zbMATH Keywords: autoregressive time series
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
OpenAlex ID: W2561783348
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DOI: 10.1016/J.JMVA.2016.12.008
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description: scientific article; zbMATH DE number 6688290