EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 46(60), pp. 196--200 (1989)

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Discrete appoximation in the innovation theory of second-order continuous processes

Zoran Ivkovi{\cj}

Matematicki fakultet, Beograd, Yugoslavia

Abstract: A simple test for the multiplicity of a given process is proposed. The consistency of a discrete approximation of this test is proved. A statistical approach is also proposed.

Classification (MSC2000): 60G12

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Electronic fulltext finalized on: 2 Nov 2001. This page was last modified: 16 Nov 2001.

© 2001 Mathematical Institute of the Serbian Academy of Science and Arts
© 2001 ELibM for the EMIS Electronic Edition