Statistics of conditionally Gaussian random sequences
R. Š. Lipster, and A. N. Shiryayev
Source: Proc. Sixth Berkeley Symp. on Math. Statist. and Prob., Vol. 2 (Univ. of Calif. Press, 1972), 389-422.
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Primary Subjects: 60G35
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Permanent link to this document: http://projecteuclid.org/euclid.bsmsp/1200514230
Zentralblatt MATH identifier:
0292.60060
Mathematical Reviews number (MathSciNet):
MR0400377
Berkeley Symposium on Mathematical Statistics and Probability