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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:
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


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