| Title:
|
Every continuous first order autoregressive stochastic process is a Gaussian process (English) |
| Author:
|
Liese, Friedrich |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
3 |
| Year:
|
1992 |
| Pages:
|
227-233 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G15 |
| MSC:
|
60J99 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0784.60042 |
| idMR:
|
MR1174658 |
| . |
| Date available:
|
2009-09-24T18:31:58Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124589 |
| . |
| Reference:
|
[1] W. Feller: An Introduction to Probability Theory and 1ts Application.Vol. II. J. Wiley k Sons, New York 1971. MR 0270403 |
| Reference:
|
[2] J. Michálek: 1-divergence of some diffusion processes.Problems Control Inform. Theory 19 (1990), 313-338. MR 1074556 |
| Reference:
|
[3] A. V. Skorokhod: Processes with Independent Increments (in Russian).Nauka, Moscow 1964. |
| Reference:
|
[4] I. Vajda: Distances and discrimination rates for stochastic processes.Stochastic Process. Appl. 35 (1990), 47-57. Zbl 0701.62084, MR 1062582 |
| . |
