Every continuous first order autoregressive stochastic process is a Gaussian process
Kybernetika, Tome 28 (1992) no. 3, pp. 227-233
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
@article{KYB_1992__28_3_a4,
author = {Liese, Friedrich},
title = {Every continuous first order autoregressive stochastic process is a {Gaussian} process},
journal = {Kybernetika},
pages = {227--233},
publisher = {mathdoc},
volume = {28},
number = {3},
year = {1992},
mrnumber = {1174658},
zbl = {0784.60042},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_1992__28_3_a4/}
}
Liese, Friedrich. Every continuous first order autoregressive stochastic process is a Gaussian process. Kybernetika, Tome 28 (1992) no. 3, pp. 227-233. http://geodesic.mathdoc.fr/item/KYB_1992__28_3_a4/