Group Actions on Linear Predictors for Nonstationary Processes

DOI10.1093/IMAMCI/5.1.69zbMATH Open0643.60036OpenAlexW1972961348MaRDI QIDQ3785693FDOQ3785693

Authors: Yoshimasa Nakamura 

Publication date: 1988

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/5.1.69

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zbMATH Keywords

linear predictorsfractional transformationsBruhat decomposition of Lie groupgroup-theoretic structure of linear predictors

Mathematics Subject Classification ID

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

Cited In (3)

• A New Approach to the Linear Prediction Problem for Infinite Stationary Processes in Terms of Riemann-Hilbert Transformation Theory
• Fractional transformation group induced by QR factorization and linear prediction problem
• Matrix differential equations: a continuous realization process for linear algebra problems

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