Gaussian moving averages and semimartingales.
Electronic Journal of Probability [electronic only] (2008)
- Volume: 13, page 1140-1165
- ISSN: 1083-589X
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topBasse, Andreas. "Gaussian moving averages and semimartingales.." Electronic Journal of Probability [electronic only] 13 (2008): 1140-1165. <http://eudml.org/doc/229677>.
@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 -
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