On prediction of multivariate stationary stochastic processes of rank one

zbMATH Open0883.60028MaRDI QIDQ675331FDOQ675331

Abolghassem Miamee

Publication date: 4 March 1998

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

spectral densitiesprediction of multivariate stationary stochastic processesWiener-Masani's approach

Mathematics Subject Classification ID

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

Cited In (6)

• On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis
• Title not available (Why is that?)
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• On a nonlinear prediction problem for one-dimensional stochastic processes
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• On relations between prediction error covariance of univariate and multivariate processes

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