The following pages link to (Q5620242):
Displayed 34 items.
- Multivariate conditional Granger causality analysis for lagged response of soil respiration in a temperate forest (Q280639) (← links)
- On the predictor of non-full-rank bivariate stochastic processes (Q581924) (← links)
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- A block completion problem for matrix-valued inner functions (Q674426) (← links)
- The mixing rate of a stationary multivariate process (Q685740) (← links)
- Subordination, rank, and determinism of multivariate stationary sequences (Q799025) (← links)
- On the prediction theory of two-parameter stationary random fields (Q804088) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
- Autoregressive representations of multivariate stationary stochastic processes (Q1099877) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- On the construction of Wold decomposition for multivariate stationary processes (Q1135060) (← links)
- Hilbert B(H)-modules and stationary processes (Q1140354) (← links)
- Spectral integrals of operator-valued functions. II: From the study of stationary processes (Q1232679) (← links)
- Reproducing kernel resolution space and its applications (Q1234956) (← links)
- A convergence theorem for spectral factorization (Q1248990) (← links)
- Hölder classes of vector-valued functions and convergence of the best predictor (Q1261305) (← links)
- Baxter's inequality and convergence of finite predictors of multivariate stochastic processes (Q1326308) (← links)
- On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory (Q1355118) (← links)
- A sampling theorem for multivariate stationary processes (Q1838220) (← links)
- Canonical correlation and reduction of multiple time series (Q1895419) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure (Q2528057) (← links)
- Application of the Hellinger integrals to q-variate stationary stochastic processes (Q2529339) (← links)
- Expansion of multivariate weakly stationary stochastic processes (Q2540807) (← links)
- Autoregressive model fitting for control (Q2558847) (← links)
- A correlation-theoretical interpretation of schur analysis (Q3200329) (← links)
- Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes (Q3625464) (← links)
- On the growth of a q-variate stationary stochastic process (Q5584420) (← links)
- (Q5592678) (← links)
- Zur Vorhersagetheorie station�rer Operatorfolgen (Q5603677) (← links)
- Mutual subordination of multivariate stationary processes over any locally compact abelian group (Q5644847) (← links)
- Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications (Q6197997) (← links)