Explicit Formula for the Best Linear Predictor of Periodically Correlated Sequences

DOI10.1137/0524043zbMATH Open0776.60056OpenAlexW1978472923MaRDI QIDQ5287971FDOQ5287971

Abol G. Miamee

Publication date: 9 August 1993

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

Full work available at URL: https://doi.org/10.1137/0524043

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zbMATH Keywords

linear predictormultivariate stationary sequenceperiodically correlated sequences

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cited In (2)

• Periodically correlated sequences of less than full rank
• Theoretical prediction of periodically correlated sequences

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