Multivariate Wide-sense Markov Processes and Prediction Theory

• 1 June 1963
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 34  (2) , 424-438
• https://doi.org/10.1214/aoms/1177704154

Abstract

Keywords

• MARKOV PROCESSES
• COVARIANCE
• MARKOV
• MARKOV PROCESS
• HILBERT SPACE