Partially Gaussian Stationary Stochastic Processes in Discrete Time

2012/10/29 by K. R. Parthasarathy, Parthasarathy, K. R.
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1210.7773

openalex publication_date 2012/10/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present here an elementary example, for every fixed positive integer k, of a strictly stationary nongaussian stochastic process in discrete time, all of whose k-marginals are gaussian.

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