Further comments on the representation problem for stationary processes-Reference-Cited by-同舟云学术

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Further comments on the representation problem for stationary processes

Published:2010-04 Issue:7-8 Volume:80 Page:592-596
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Laurent Stéphane

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference33 articles.

1. On a problem in hilbert space with applications;Blum;Journal of Mathematics and Mechanics,1962

2. Stationary processes whose filtrations are standard;Bressaud;Annals of Probability,2006

3. Ceillier, G., 2009. Ph.D. Dissertation, Institut Fourier de Grenoble (in preparation)

4. Decreasing sequences of σ-fields and a measure change for Brownian motion;Dubins;Annals of Probability,1996

5. Old and new tools in the theory of filtrations;Émery,2002

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Uniform Entropy Scalings of Filtrations;Lecture Notes in Mathematics;2019

2. Standardness and nonstandardness of next-jump time filtrations;Electronic Communications in Probability;2013-01-01

3. On the exchange of intersection and supremum of σ-fields in filtering theory;Israel Journal of Mathematics;2012-03-28

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