On the prediction error for two-parameter stationary random fields

DOI10.1017/S0004972700011771MaRDI QIDQ3988195zbMATH OpenOpenAlexFDO

Authors R. Cheng

Publication date 28 June 1992

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700011771

zbMATH Keywords

Szegö-type prediction error formulastwo-parameter stationary random fields

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Random fields (60G60)

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Cites work

• Best Approximations in L^p (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II

Cited in

(7)

• The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction
• Some prediction problems for stationary random fields with quarter-plane past
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
• On spectral prediction error formulas for stationary random fields on Z^2
• An optimal prediction in stationary random fields based on a new interpolation approach
• On linear prediction for stationary random fields with nonsymmetrical half-plane past
• On the prediction theory of two-parameter stationary random fields

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