Remarks on a noncanonical representation for a stationary Gaussian process

被引：2

作者：

Hibino, Y ^{[1
]}

Hitsuda, M

Muraoka, H

机构：

[1] Saga Univ, Fac Sci & Engn, Saga, Japan

[2] Kumamoto Univ, Fac Sci, Kumamoto 860, Japan

[3] Univ Tokyo, Dept Mech Engn, Tokyo 113, Japan

来源：

ACTA APPLICANDAE MATHEMATICAE | 2000年 / 63卷 / 1-3期

关键词：

stationary Gaussian process; canonical representation; moving average representation;

D O I：

10.1023/A:1010782826889

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：137 / 139

页数：3