On the construction of Wold decomposition for multivariate stationary processes (Q1135060): Difference between revisions

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Latest revision as of 03:01, 13 June 2024

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On the construction of Wold decomposition for multivariate stationary processes
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    On the construction of Wold decomposition for multivariate stationary processes (English)
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    1979
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    q-variate stationary sequences
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    linear prediction
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    Wold-Cramer decomposition
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