On the predictor of non-full-rank bivariate stochastic processes (Q581924): Difference between revisions
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The main aim of the author is to derive algorithms for generating functions, the prediction error matrix, and the best linear predictor for non-full rank bivariate stationary stochastic processes. These results provide extensions of the earlier work of \textit{P. Masani} [Acta Math. 104, 141-162 (1960; Zbl 0096.115)] on the full rank bivariate stationary sequence. | |||
| Property / review text: The main aim of the author is to derive algorithms for generating functions, the prediction error matrix, and the best linear predictor for non-full rank bivariate stationary stochastic processes. These results provide extensions of the earlier work of \textit{P. Masani} [Acta Math. 104, 141-162 (1960; Zbl 0096.115)] on the full rank bivariate stationary sequence. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Habib Salehi / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4129746 / rank | |||
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| Property / zbMATH Keywords | |||
generating functions | |||
| Property / zbMATH Keywords: generating functions / rank | |||
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| Property / zbMATH Keywords | |||
best linear predictor | |||
| Property / zbMATH Keywords: best linear predictor / rank | |||
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| Property / zbMATH Keywords | |||
non-full rank | |||
| Property / zbMATH Keywords: non-full rank / rank | |||
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| Property / zbMATH Keywords | |||
bivariate stationary sequence | |||
| Property / zbMATH Keywords: bivariate stationary sequence / rank | |||
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Revision as of 18:01, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the predictor of non-full-rank bivariate stochastic processes |
scientific article |
Statements
On the predictor of non-full-rank bivariate stochastic processes (English)
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1989
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The main aim of the author is to derive algorithms for generating functions, the prediction error matrix, and the best linear predictor for non-full rank bivariate stationary stochastic processes. These results provide extensions of the earlier work of \textit{P. Masani} [Acta Math. 104, 141-162 (1960; Zbl 0096.115)] on the full rank bivariate stationary sequence.
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generating functions
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best linear predictor
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non-full rank
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bivariate stationary sequence
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