On Determining the Predictor of Nonfull-Rank Multivariate Stationary Random Processes

DOI10.1137/0518069MaRDI QIDQ3029906zbMATHOpenAlexFDO

Authors Abol G. Miamee

Publication date 1987

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0518069

zbMATH Keywords

generating functionspectral densitiesnon-full rank multivariate stationary stochastic processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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• scientific article; zbMATH DE number 3947327 (Why is no real title available?)
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• A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities

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