STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST (Q5748783)

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scientific article; zbMATH DE number 4182659
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STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST
scientific article; zbMATH DE number 4182659

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    STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST (English)
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    1990
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    continuous time
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    nonzero canonical correlations
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    spectral densities
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    spectral functions
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    discrete time
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