Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)

DOI10.1016/0047-259X(86)90092-8zbMath0607.60038OpenAlexW2043235128MaRDI QIDQ1085518

Philippe Loubaton, Hayri Korezlioglu

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90092-8

zbMATH Keywords

prediction problemcanonical factorization of the spectral densitywide sense stationary processes

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (17)

The rank of the covariance matrix of an evanescent field ⋮ The prediction theory of stationary random fields. III: Fourfold Wold decompositions ⋮ Hardy spaces on products of halfplanes and prediction of homogeneous random fields ⋮ Orthogonal decompositions of 2-D nonhomogeneous discrete random fields ⋮ Convergence of the best linear predictor of a weakly stationary random field ⋮ NONPARAMETRIC PREDICTION WITH SPATIAL DATA ⋮ Asymptotic normality of the sample mean and covariances of evanescent fields in noise ⋮ Autoregressive spatial spectral estimates ⋮ Spectral representation and asymptotic properties of certain deterministic fields with innovation components ⋮ On stationarity and second-order properties of bilinear random fields ⋮ Lévy-driven causal CARMA random fields ⋮ A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities ⋮ Modified Whittle estimation of multilateral models on a lattice ⋮ On the prediction of vector-valued random fields and the spectral distribution of their evanescent component ⋮ The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction ⋮ Image analysis with partially ordered Markov models. ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Stochastic integrals in the plane
• On the Wold-type decomposition of a pair of commuting isometries
• Statistical spatial series modelling
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