| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154131 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
The approach adopted in this paper is that of Lindquist and Picci [1985. On the stochastic realization problem. SIAM J. Control Optim. 17 (3), 365-389] and Rozanov [1977. On Markovian extensions of random process. Theory Probab. Appl. 22 (1), 194-199].
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ljiljana PetroviÄ,