A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes (Q1824334)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes |
scientific article |
Statements
A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes (English)
0 references
1989
0 references
Wold decomposition
0 references
complex-valued ARMA process
0 references
characterization of predictors
0 references
