COVARIANCE-MATRIX COMPUTATION OF THE STATE VARIABLE OF A STATIONARY GAUSSIAN PROCESS

被引：13

|

作者：

AKAIKE, H

机构：

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1978年 / 30卷 / 03期

关键词：

D O I：

10.1007/BF02480240

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：499 / 504

页数：6

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