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Teor. Veroyatnost. i Primenen., 1961, Volume 6, Issue 2, Pages 216–218 (Mi tvp4768)  

Short Communications

Sufficient Statistics of Stationary Gaussian Processes

M. Arató

Moscow

Abstract: We prove that for a stationary Gaussian process with spectral density (1) the number of sufficient statistics is $(p+1)(p+2)/2$. A simple example shows that in the general case the number of sufficient statistics increases with the number of observations.

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English version:
Theory of Probability and its Applications, 1961, 6:2, 199–201

Received: 21.04.1960

Citation: M. Arató, “Sufficient Statistics of Stationary Gaussian Processes”, Teor. Veroyatnost. i Primenen., 6:2 (1961), 216–218; Theory Probab. Appl., 6:2 (1961), 199–201

Citation in format AMSBIB
\Bibitem{Ara61}
\by M.~Arat\'o
\paper Sufficient Statistics of Stationary Gaussian Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 2
\pages 216--218
\mathnet{http://mi.mathnet.ru/tvp4768}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 2
\pages 199--201
\crossref{https://doi.org/10.1137/1106024}


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