On the predictor of non-full-rank bivariate stochastic processes (Q581924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the predictor of non-full-rank bivariate stochastic processes |
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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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