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

DOI10.1137/0518069zbMATH Open0626.60033OpenAlexW1994515617MaRDI QIDQ3029906FDOQ3029906

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

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zbMATH Keywords

generating functionspectral densitiesnon-full rank multivariate stationary stochastic processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cited In (3)

• On the predictor of non-full-rank bivariate stochastic processes
• 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?)

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