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The Gaussian processes in the class of second-order processes obtained by functional transformations from the process with covariance function min(t,s) are characterized. As an application, sufficiency conditions are established for the class of second-order processes with covariance k exp(- alpha mod t-s mod ), where k>0 and alpha >O, to be Gaussian.>
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Jáimez et al. (1989) studied this question.
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