Vo V. Anh, N. M. Spencer. Markovian representation and prediction of stochastic processes with time-varying rational spectrum. Signal Processing, 24(2):137-147, 1991. [doi]
@article{AnhS91a,
title = {Markovian representation and prediction of stochastic processes with time-varying rational spectrum},
author = {Vo V. Anh and N. M. Spencer},
year = {1991},
doi = {10.1016/0165-1684(91)90127-5},
url = {http://dx.doi.org/10.1016/0165-1684(91)90127-5},
researchr = {https://researchr.org/publication/AnhS91a},
cites = {0},
citedby = {0},
journal = {Signal Processing},
volume = {24},
number = {2},
pages = {137-147},
}