Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups

DOI10.1016/0047-259X(76)90024-5zbMath0332.60026MaRDI QIDQ1228135

Andrzej Makagon, Aleksander Weron

Publication date: 1976

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

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

43A25: Fourier and Fourier-Stieltjes transforms on locally compact and other abelian groups

60G25: Prediction theory (aspects of stochastic processes)

43A35: Positive definite functions on groups, semigroups, etc.

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Cites Work

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• The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure
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• On characterizations of interpolable and minimal stationary processes