Looking at a Gaussian process through a window

F. Alberto Grunbaum

Journal of Multivariate Analysis, 1974, vol. 4, issue 4, 401-408

Abstract: We show that an observer recording only the presence or absence of a Gaussian process in a window can reconstruct its correlation function.

Keywords: Gaussian; process; correlation; function (search for similar items in EconPapers)
Date: 1974
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