Multivariate Wide-sense Markov Processes and Prediction Theory

DOI10.1214/AOMS/1177704154MaRDI QIDQ5720518zbMATH OpenOpenAlexFDO

Authors Frederick J. Beutler

Publication date 1963

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177704154

zbMATH Keywords

probability theory

Cited in

(7)

• Gaussian random sequences with local interaction
• Random Gaussian Markov sequences with values in a Hilbert space
• On periodically correlated wide-sense Markov processes
• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Brownian motion minus the independent increments: representation and queuing application
• On Multivariate Wide-sense Markov Processes
• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise

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