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II: 07, 123-139, LNM 51 (1968)
SAM LAZARO, José de
Sur les moments spectraux d'ordre supérieur (Second order processes)
The essential result of the paper (Shiryaev, Th. Prob. Appl., 5, 1960; Sinai, Th. Prob. Appl., 8, 1963) is the definition of multiple stochastic integrals with respect to a second order process whose covariance satisfies suitable spectral properties
Keywords: Spectral representation, Multiple stochastic integrals
Nature: Exposition
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