Gaussian moving averages and semimartingales

Electronic Journal of Probability

Volumn 13, Issue , 2008, Pages 1140-1165

  Basse, Andreas ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Gaussian processes; Moving averages; Non canonical representations; Semimartingales; Stationary processes; Stochastic convolutions

Indexed keywords

EID: 48449086481     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v13-526     Document Type: Article

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