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MR1098709 60G10 (60G15)
Tsirelson, B. S. Stationary Gaussian processes with a compactly supported correlation function. (Russian) Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) 184 (1990), Issled. po Mat. Statist. 9, 279--288, 326; translation in J. Math. Sci. 68 (1994), no. 4, 597–603
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