A class of stationary stochastic processes

DOI10.4064/SM222-3-1zbMATH Open1301.93146OpenAlexW2317648673MaRDI QIDQ5169928FDOQ5169928

Authors: Victor D. Didenko, N. A. Rozhenko 

Publication date: 16 July 2014

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm222-3-1

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zbMATH Keywords

spectral densitystationary stochastic processstochastic realizationmeromorphic pseudo-continuation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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• Necessary and sufficient conditions for AR vector processes to be stationary: applications in information theory and in statistical signal processing

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