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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 2, Pages 216–218 (Mi tvp4768)  
This article is cited in 28 scientific papers (total in 28 papers)

Short Communications

Sufficient Statistics of Stationary Gaussian Processes

M. Arató

Moscow
Full-text PDF (317 kB) Citations (28)
Abstract: We prove that for a stationary Gaussian process with spectral density (1) the number of sufficient statistics is $(p+1)(p+2)/2$. A simple example shows that in the general case the number of sufficient statistics increases with the number of observations.
Received: 21.04.1960
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 2, Pages 199–201
DOI: https://doi.org/10.1137/1106024
Document Type: Article
Language: Russian
Citation: M. Arató, “Sufficient Statistics of Stationary Gaussian Processes”, Teor. Veroyatnost. i Primenen., 6:2 (1961), 216–218; Theory Probab. Appl., 6:2 (1961), 199–201
Citation in format AMSBIB
\Bibitem{Ara61}
\by M.~Arat\'o
\paper Sufficient Statistics of Stationary Gaussian Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 2
\pages 216--218
\mathnet{http://mi.mathnet.ru/tvp4768}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 2
\pages 199--201
\crossref{https://doi.org/10.1137/1106024}
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  • https://www.mathnet.ru/eng/tvp/v6/i2/p216
    • This publication is cited in the following 28 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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