KYBERNETIKA

Kybernetika 28(3):227-233, 1992.

Every Continuous First Order Autoregressive Stochastic Process is a Gaussian Process

Friedrich Liese

Abstract:

The notion of a process $X(t)$ with independent increments is generalized. It is required that for $0=t_0<\cdots

BIB TeX

@article{kyb:1992:3:227-233,

author = {Liese, Friedrich},

title = {Every Continuous First Order Autoregressive Stochastic Process is a Gaussian Process},

journal = {Kybernetika},

volume = {28},

year = {1992},

number = {3},

pages = {227-233}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}

Kybernetika