Pages that link to "Item:Q773144"

The following pages link to The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities (Q773144):

Displaying 40 items.

• Stochastic mappings and random distribution fields. II: Stationarity (Q305893) (← links)
• On the predictor of non-full-rank bivariate stochastic processes (Q581924) (← links)
• On the notion of minimality of a \(q\)-variate stationary sequence (Q682185) (← links)
• Prediction theory and Fourier series in several variables. II (Q774663) (← links)
• On the prediction theory of two-parameter stationary random fields (Q804088) (← links)
• Duals of random vectors and processes with applications to prediction problems with missing values (Q923870) (← links)
• A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
• On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
• Autoregressive representations of multivariate stationary stochastic processes (Q1099877) (← links)
• Shift invariant spaces and prediction theory (Q1131587) (← links)
• On relations between prediction error covariance of univariate and multivariate processes (Q1210125) (← links)
• Invariant subspaces in the theory of operators and theory of functions (Q1234471) (← links)
• Hellinger integrals for vector functions (Q1382734) (← links)
• Prediction with incomplete past of a stationary process. (Q1766054) (← links)
• Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
• Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
• Applications of Hellinger's integrals in detection theory (Q2527417) (← links)
• The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure (Q2528057) (← links)
• Application of the Hellinger integrals to q-variate stationary stochastic processes (Q2529339) (← links)
• Interpolation of q-variate homogeneous random fields (Q2536909) (← links)
• Optimal linear interpolation of multiple missing values (Q2676875) (← links)
• Modeling of Stationary Periodic Time Series by ARMA Representations (Q2957710) (← links)
• A numerical method for factorizing the rational spectral density matrix (Q3103179) (← links)
• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order (Q3212075) (← links)
• Minimax-robust prediction of discrete time series (Q3322936) (← links)
• Nearest-neighbour modelling of reciprocal chains (Q3549303) (← links)
• Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes (Q3625464) (← links)
• ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE (Q3696351) (← links)
• Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator (Q3986416) (← links)
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (Q4204971) (← links)
• The Variance Profile (Q4916499) (← links)
• The Good Fortune of Maintaining a Long-Lasting Close Friendship and Scientific Collaboration with V. E. Katsnelson (Q5150768) (← links)
• Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory (Q5520461) (← links)
• On Determination of the Optimal Factor of a Nonnegative Matrix-Valued Function (Q5619580) (← links)
• (Q5651966) (← links)
• (Q5654828) (← links)
• Explicit formulas for the inverses of Toeplitz matrices, with applications (Q6085098) (← links)
• Periodic vector processes with an internal reciprocal dynamics (Q6161362) (← links)
• From Least Squares to Signal Processing and Particle Filtering (Q6622416) (← links)