Partially Gaussian Stationary Stochastic Processes in Discrete Time
Probability
2012-10-30 v1
Abstract
We present here an elementary example, for every fixed positive integer of a strictly stationary nongaussian stochastic process in discrete time, all of whose -marginals are gaussian.
Cite
@article{arxiv.1210.7773,
title = {Partially Gaussian Stationary Stochastic Processes in Discrete Time},
author = {K. R. Parthasarathy},
journal= {arXiv preprint arXiv:1210.7773},
year = {2012}
}