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On a Markov property for stationary Gaussian processes with a multidimensional parameter

Part of the Lecture Notes in Mathematics book series (LNM,volume 330)

Keywords

  • Entire Function
  • Gaussian Process
  • Stationary Gaussian Process
  • Trigonometrical Approximation
  • Finite Linear Combination

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References

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© 1973 Springer-Verlag

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Kotani, S. (1973). On a Markov property for stationary Gaussian processes with a multidimensional parameter. In: Maruyama, G., Prokhorov, Y.V. (eds) Proceedings of the Second Japan-USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 330. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0061490

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  • DOI: https://doi.org/10.1007/BFb0061490

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06358-2

  • Online ISBN: 978-3-540-46956-8

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