The square of a Gaussian Markov process and nonlinear prediction
- 1 December 1975
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 5 (4) , 451-461
- https://doi.org/10.1016/0047-259x(75)90028-7
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Quadratic functionals of Brownian motionJournal of Multivariate Analysis, 1971
- Canonical representations of Gaussian processes and their applicationsKyoto Journal of Mathematics, 1960
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951