STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we deﬁne a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. Thi - OrnsteinUhlenbeck process - Document - PDFSEARCH.IO

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	STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we deﬁne a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. Thi Add to Reading List Document Date: 2002-12-09 16:28:18 Open Document File Size: 173,01 KB Share Result on Facebook

STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we deﬁne a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. ThiAdd to Reading List