On the innovation problem for Gaussian Markov random fields

Author:

Dobrushin R. L.,Surgailis D.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference17 articles.

1. Agmon, S.: Lectures on elliptic boundary value problems. Princeton: Van Nostrand 1965

2. Dobrushin, R.L., Minlos, R.A.: Investigation of properties of generalized Gaussian random fields. In: Problems of mechanics and mathematical physics (Russian), pp. 117?165. Moscow: Nauka 1976

3. Gel'fand, I.M., Vilenkin, N.J.: Generalized functions vol. 4: applications of harmonic analysis (Russian). Moscow: Izdat. fiz.-mat. literatury 1961

4. Hida, T.: Canonical Representations of Gaussian Processes and Their Applications. Mem. College Sci., Univ. Kyoto, Ser. A Math. 33, 109?155 (1960)

5. Kailath, T.: An Innovations Approach to Least-Squares Estimation Part I: Linear Filtering in Additive White Noise. IEEE Trans. Automatic Control, AC-13, 646?654 (1968)

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2. Markov Random Fields;Encyclopedia of Statistical Sciences;2006-08-15

3. White Noise Analysis: Part I. Theory in Progress;Taiwanese Journal of Mathematics;2003-12-01

4. Limit theorem for the statistical solution of Burgers equation;Stochastic Processes and their Applications;1999-06

5. Roland L. Dobrushin (1929–1995);Ergodic Theory and Dynamical Systems;1996-10

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