Citation:
M. Arató, “On sufficient statistics of Gaussian processes with rational spectral density function”, Teor. Veroyatnost. i Primenen., 30:1 (1985), 92–103; Theory Probab. Appl., 31:1 (1986), 103–116
\Bibitem{Ara85}
\by M.~Arat\'o
\paper On sufficient statistics of Gaussian processes with rational spectral density function
\jour Teor. Veroyatnost. i Primenen.
\yr 1985
\vol 30
\issue 1
\pages 92--103
\mathnet{http://mi.mathnet.ru/tvp1795}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=779434}
\zmath{https://zbmath.org/?q=an:0588.62004}
\transl
\jour Theory Probab. Appl.
\yr 1986
\vol 31
\issue 1
\pages 103--116
\crossref{https://doi.org/10.1137/1130009}
Linking options:
https://www.mathnet.ru/eng/tvp1795
https://www.mathnet.ru/eng/tvp/v30/i1/p92
This publication is cited in the following 2 articles:
Alain Le Breton, Dinh Tuan Pham, “Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters”, Math. Control Signal Systems, 6:1 (1993), 62
H.B. Kanegaonkar, A. Haldar, “Non-Gaussian stochastic response of nonlinear compliant platforms”, Probabilistic Engineering Mechanics, 2:1 (1987), 38
Citation in format AMSBIB
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