The Annals of Mathematical Statistics · 1963 · 22 citations · 3 references
ComputingComputer ScienceMathematicsPredictive AnalyticsProbability TheoryStochastic ProcessesMarkov ChainsMarkov ProcessesMulti-state ModelsMultivariate ForecastingState-space ModelsTime Series ForecastingMultivariate State-space ModelsPredictionPrediction TheoryWide-sense Stationarity
3
On the Theory of the Brownian Motion II
Ming Chen Wang, G. E. Uhlenbeck · Reviews of Modern Physics · 1945 · 2.1K citations
Engineering, Mathematics, Physics +12
The Elementary Gaussian Processes
J. L. Doob · The Annals of Mathematical Statistics · 1944 · 208 citations · Full text
Engineering, Mathematics, Physics +10