Add to ORKGIn this paper we examine the characterization of multivariate reciprocal stationary Gaussian processes in terms of their covariance matrix function. As an illustration, we identify all second-order reciprocal Gaussian processes.Gaussian processes stationary processes reciprocal processes second-order reciprocal processes quasi-Markov property covariance function
AbstractWe give two characterisations of the finite Markov property for Gaussian processes indexed b...
We give two characterisations of the finite Markov property for Gaussian processes indexed by , base...
A class of random processes whose covariance functions are invariant under the shift by the dyadic a...
AbstractIn this paper we examine the characterization of multivariate reciprocal stationary Gaussian...
AbstractJamison's classification of scalar stationary Gaussian reciprocal processes is extended to m...
AbstractIn this paper necessary and sufficient conditions are given for the solutions of certain hom...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a sp...
Motivated by a problem considered earlier by Schrodinger [1]--[2], Jamison [3]--[4] and others, we e...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a s...
The paper deals with real stationary processes with a stable correlation function, with the distribu...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a s...
The problem of estimating the model parameters of a discrete-index reciprocal Gaussian random proces...
Motivated by a problem considered earlier by Schrodinger [1][2], Jamison [3][4] and others, we exami...
AbstractJamison's classification of scalar stationary Gaussian reciprocal processes is extended to m...
We consider algorithms to reconstruct models of scalar Gaussian reciprocal processes from covariance...
AbstractWe give two characterisations of the finite Markov property for Gaussian processes indexed b...
We give two characterisations of the finite Markov property for Gaussian processes indexed by , base...
A class of random processes whose covariance functions are invariant under the shift by the dyadic a...
AbstractIn this paper we examine the characterization of multivariate reciprocal stationary Gaussian...
AbstractJamison's classification of scalar stationary Gaussian reciprocal processes is extended to m...
AbstractIn this paper necessary and sufficient conditions are given for the solutions of certain hom...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a sp...
Motivated by a problem considered earlier by Schrodinger [1]--[2], Jamison [3]--[4] and others, we e...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a s...
The paper deals with real stationary processes with a stable correlation function, with the distribu...
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a s...
The problem of estimating the model parameters of a discrete-index reciprocal Gaussian random proces...
Motivated by a problem considered earlier by Schrodinger [1][2], Jamison [3][4] and others, we exami...
AbstractJamison's classification of scalar stationary Gaussian reciprocal processes is extended to m...
We consider algorithms to reconstruct models of scalar Gaussian reciprocal processes from covariance...
AbstractWe give two characterisations of the finite Markov property for Gaussian processes indexed b...
We give two characterisations of the finite Markov property for Gaussian processes indexed by , base...
A class of random processes whose covariance functions are invariant under the shift by the dyadic a...