@article{Basse2008,
author = {Basse, Andreas},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {semimartingales; Gaussian processes; stationary processes; moving averages; stochastic convolutions; non-canonical representations},
language = {eng},
pages = {1140-1165},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Gaussian moving averages and semimartingales.},
url = {http://eudml.org/doc/229677},
volume = {13},
year = {2008},
}
TY - JOUR
AU - Basse, Andreas
TI - Gaussian moving averages and semimartingales.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1140
EP - 1165
LA - eng
KW - semimartingales; Gaussian processes; stationary processes; moving averages; stochastic convolutions; non-canonical representations
UR - http://eudml.org/doc/229677
ER -
