Simultaneous Diagonalization of Two Covariance Kernels and Application to Second Order Stochastic Processes

Autor:	T. T. Kadota
Rok vydání:	1967
Předmět:	Continuous-time stochastic process Mathematical optimization Covariance function Order (business) Stochastic process Applied Mathematics Local time Applied mathematics Covariance Mathematics
Zdroj:	SIAM Journal on Applied Mathematics. 15:1470-1480
ISSN:	1095-712X 0036-1399
DOI:	10.1137/0115127
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2198008a838463148fcdb06b84af60cd https://doi.org/10.1137/0115127 Zobrazit plný text záznamu