| Title:
|
Multidimensional random processes with normal covariances (English) |
| Author:
|
Michálek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
5 |
| Year:
|
1989 |
| Pages:
|
348-365 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G10 |
| MSC:
|
60G12 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0745.60031 |
| idMR:
|
MR1024710 |
| . |
| Date available:
|
2009-09-24T18:13:13Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124336 |
| . |
| Reference:
|
[1] R. K. Getor: The shift operator for non-stationary stochastic processes.Duke Math. J. 23 (1965), 175-187. MR 0074717 |
| Reference:
|
[2] K. Karhunen: Uber lineare Methoden in der Wahrscheinlichkeitsrechnung.Ann. Acad. Sci. Fenn. Ser. A I Math. 37 (1947), 3-79. MR 0023013 |
| Reference:
|
[3] M. Loève: Fonctions aléatoires du second ordre.In: P. Lévy, Processus Stochastiques et Mouvement Brownien. Paris 1948. |
| Reference:
|
[4] J. Michálek: Random sequences with normal covariances.Kybernetika 23 (1987), 6, 443-457. MR 0922621 |
| Reference:
|
[5] J. Michálek: Locally stationary covariances.In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1988, pp. 83-103. MR 1136266 |
| Reference:
|
[6] J. Michálek: Normal covariances.Kybernetika 24 (1988), 1, 17-27. MR 0936550 |
| Reference:
|
[7] Y. A. Rozanov: Stationary random processes.Fizmatgiz, Moscow 1963. In Russian. |
| Reference:
|
[8] R. A. Silverman: Locally stationary random processes.IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. MR 0090931 |
| Reference:
|
[9] D. V. Widder: The Laplace Transform.Princeton University Press, Princeton 1946. MR 0005923 |
| . |
