On the angle between past and future for multivariate stationary stochastic processes (Q1084753)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the angle between past and future for multivariate stationary stochastic processes |
scientific article |
Statements
On the angle between past and future for multivariate stationary stochastic processes (English)
0 references
1986
0 references
A characterization for the positivity of the angle between past and future of multivariate stationary stochastic processes is established. A lemma is proved which is useful in other areas of prediction theory.
0 references
spectral theory
0 references
multivariate stationary stochastic processes
0 references
prediction theory
0 references
0 references
0 references
0 references
0 references
