Ivković, Zoran Discrete approximation in the innovation theory of second-order continuous processes. (English) Zbl 0718.60036 Publ. Inst. Math., Nouv. Sér. 46(60), 196-200 (1989). A simple test for the multiplicity of a given second-order normal process is given. The consistency of a discrete approximation of this test is proved and a statistical approach is also proposed. Reviewer: P.A.Morettin (Sao Paulo) MSC: 60G12 General second-order stochastic processes 60G10 Stationary stochastic processes Keywords:spectral type; test for the multiplicity; second-order normal process PDFBibTeX XMLCite \textit{Z. Ivković}, Publ. Inst. Math., Nouv. Sér. 46(60), 196--200 (1989; Zbl 0718.60036) Full Text: EuDML