On the predictor of non-full-rank bivariate stochastic processes

DOI10.1016/0047-259X(89)90073-0zbMath0689.60043OpenAlexW2086861192MaRDI QIDQ581924

Abol G. Miamee

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90073-0

zbMATH Keywords

generating functionsbest linear predictorbivariate stationary sequencenon-full rank

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
• Shift invariant spaces and prediction theory
• On Determining the Predictor of Nonfull-Rank Multivariate Stationary Random Processes
• On the Bilateral Prediction Error Matrix of a Multivariate Stationary Stochastic Process
• On Multi-dimensional Regular Stationary Processes

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