On the Alternating Projections Theorem and Bivariate Stationary Stochastic Processes
From MaRDI portal
Publication:5539467
DOI10.2307/1994521zbMath0157.24402OpenAlexW4246625331MaRDI QIDQ5539467
Publication date: 1967
Full work available at URL: https://doi.org/10.2307/1994521
Related Items (3)
Error bounds for the method of alternating projections ⋮ Oblique projections: Formulas, algorithms, and error bounds ⋮ Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences
Cites Work
- Unnamed Item
- Unnamed Item
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
- The time-domain analysis of a continuous parameter weakly stationary stochastic process
- On the Coefficient of Coherence for Weakly Stationary Stochastic Processes
- On Multi-dimensional Regular Stationary Processes
- Functional Operators (AM-21), Volume 1
- A general form of the covering principle and relative differentiation of additive functions. II
This page was built for publication: On the Alternating Projections Theorem and Bivariate Stationary Stochastic Processes