Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 2, pp. 216-218
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M. Arató. Sufficient Statistics of Stationary Gaussian Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 2, pp. 216-218. http://geodesic.mathdoc.fr/item/TVP_1961_6_2_a5/
@article{TVP_1961_6_2_a5,
author = {M. Arat\'o},
title = {Sufficient {Statistics} of {Stationary} {Gaussian} {Processes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {216--218},
year = {1961},
volume = {6},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_2_a5/}
}
TY - JOUR
AU - M. Arató
TI - Sufficient Statistics of Stationary Gaussian Processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1961
SP - 216
EP - 218
VL - 6
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1961_6_2_a5/
LA - ru
ID - TVP_1961_6_2_a5
ER -
%0 Journal Article
%A M. Arató
%T Sufficient Statistics of Stationary Gaussian Processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1961
%P 216-218
%V 6
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1961_6_2_a5/
%G ru
%F TVP_1961_6_2_a5
We prove that for a stationary Gaussian process with spectral density (1) the number of sufficient statistics is $(p+1)(p+2)/2$. A simple example shows that in the general case the number of sufficient statistics increases with the number of observations.
