doi:10.1016/j.laa.2008.09.037engIbarrola, P.Perez-Palomares, A.A Decomposition of a Linear ModelART-2009-61984In this paper we consider a general linear model in a continuous time. We propose a decomposition of the process which helps us to understand the structure of the model. Moreover, the sufficiency of the BLUE estimator of the expectation of the process can be characterized in terms of the Gaussian character of a component of the decomposition.2009http://zaguan.unizar.es/record/13101510.1016/j.laa.2008.09.037http://zaguan.unizar.es/record/131015oai:zaguan.unizar.es:131015LINEAR ALGEBRA AND ITS APPLICATIONS 430, 4 (2009), 1017-1024by-nc-ndhttp://creativecommons.org/licenses/by-nc-nd/3.0/es/info:eu-repo/semantics/openAccess