Spectral factorization of wide sense stationary processes on Z^ 2

DOI10.1016/0047-259X(86)90092-8zbMATH Open0607.60038OpenAlexW2043235128MaRDI QIDQ1085518FDOQ1085518

Philippe Loubaton, H. Körezlioğlu

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90092-8

zbMATH Keywords

prediction problemcanonical factorization of the spectral densitywide sense stationary processes

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Statistical spatial series modelling
• Stochastic integrals in the plane
• On the Wold-type decomposition of a pair of commuting isometries
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Cited In (19)

• NONPARAMETRIC PREDICTION WITH SPATIAL DATA
• The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction
• The rank of the covariance matrix of an evanescent field
• Spectral representation and asymptotic properties of certain deterministic fields with innovation components
• Prediction of stationary Gaussian random fields with incomplete quarterplane past
• Lévy-driven causal CARMA random fields
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• Modified Whittle estimation of multilateral models on a lattice
• On stationarity and second-order properties of bilinear random fields
• Asymptotic normality of the sample mean and covariances of evanescent fields in noise
• Convergence of the best linear predictor of a weakly stationary random field
• Image analysis with partially ordered Markov models.
• The prediction theory of stationary random fields. III: Fourfold Wold decompositions
• A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Autoregressive spatial spectral estimates
• Hardy spaces on products of halfplanes and prediction of homogeneous random fields
• Orthogonal decompositions of 2-D nonhomogeneous discrete random fields

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