On spectral prediction error formulas for stationary random fields on Z^2

DOI10.5186/aasfm.1988.1317zbMath0674.60041OpenAlexW2334870104MaRDI QIDQ3828820

Hannu Niemi

Publication date: 1988

Published in: Annales Academiae Scientiarum Fennicae. Series A. I. Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1988.1317

zbMATH Keywords

Wold decompositionstrong commutation propertyPrediction problems for stationary random fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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