scientific article; zbMATH DE number 3930188

MaRDI QIDQ3703151zbMATH OpenFDO

Authors Abol G. Miamee, Habib Salehi

Publication date 1983

zbMATH Keywords

autoregressive seriesHilbert spacelinear predictororthogonal projectionseries representationspectral necessary and sufficient conditionunivariate weakly stationary stochastic process

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20)

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• On the angle between past and future for multivariate stationary stochastic processes
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• Autoregressive representations of multivariate stationary stochastic processes
• On the convergence of finite linear predictors of stationary processes
• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• Abel summability of the autoregressive series for the best linear least squares predictors
• Prediction with incomplete past of a stationary process.
• Some extensions of linear approximation and prediction problems for stationary processes
• scientific article; zbMATH DE number 1398566 (Why is no real title available?)

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