On the equivalence of the measures induced by Banach valued Gaussian autoregressive processes

Stochastic Analysis and Applications

Volumn 17, Issue 2, 1999, Pages 137-144

  Bosq, Denis ^a   Mourid, Tahar ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b NONE

Author keywords

Banach valued autoregressive processes; Bounded operators; Covariance operator; Cross variance operator; Hilbert Schmidt condition; Probability on Banach spaces; Spectrum; Yule Walker equations

Indexed keywords

EID: 0033238836     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809594     Document Type: Article

References (14)

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