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On stationary linear processes with Markovian property

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Proceedings of the Third Japan — USSR Symposium on Probability Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 550))

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References

  1. T. Hida and N. Ikeda, Note on linear processes, Journal of Mathematics of Kyoto University, 1 (1961), 75–86.

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  2. T. Hida and N. Ikeda, Analysis on Hilbert space with reproducing kernel arising from multiple Wiener integral, Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles, University of California Press, 1966, 117–143.

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  3. N. Levinson and H. P. McKean, Jr., Weighted trigonometrical approximation on R1 with application to the germ field of stationary Gaussian noise, Acta Mathematica, 112 (1964), 99–143.

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  4. Y. Okabe, Stationary Gaussian processes with Markovian property and M. Sato's hyperfunctions, Japanese Journal of Mathematics, 41 (1973), 66–122.

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  5. Y. Okabe, On the structure of splitting fields of stationary Gaussian processes with Markovian property, to appear in Journal of Mathematical Society of Japan, 28 (1976).

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Gisiro Maruyama Jurii V. Prokhorov

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© 1976 Springer-Verlag

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Okabe, Y. (1976). On stationary linear processes with Markovian property. In: Maruyama, G., Prokhorov, J.V. (eds) Proceedings of the Third Japan — USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 550. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077508

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  • DOI: https://doi.org/10.1007/BFb0077508

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07995-8

  • Online ISBN: 978-3-540-37966-9

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