Remarks on a Noncanonical Representation for a Stationary Gaussian Process

Yuji Hibino, Masuyuki Hitsuda and Hiroshi Muraoka
Additional contact information
Yuji Hibino: Saga University, Faculty of Science and Engineering
Masuyuki Hitsuda: Kumamoto University, Faculty of Science
Hiroshi Muraoka: The University of Tokyo, Department of Mechanical Engineering

A chapter in Recent Developments in Infinite-Dimensional Analysis and Quantum Probability, 2001, pp 137-139 from Springer

Abstract: Abstract For a stationary centered Gaussian process, we construct a noncanonical representation which has an infinite-dimensional orthogonal complement that is nontrivial. The authors have already proposed a systematic method for the construction of noncanonical representation having a finite-dimensional orthogonal complement.

Keywords: 60G15; 60G10; stationary Gaussian process; canonical representation; moving average representation (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-010-0842-6_8

Ordering information: This item can be ordered from
http://www.springer.com/9789401008426

DOI: 10.1007/978-94-010-0842-6_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().