On prediction of multivariate stationary stochastic processes of rank one

zbMATH Open0883.60028MaRDI QIDQ675331FDOQ675331

Authors: Abolghassem Miamee 

Publication date: 4 March 1998

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

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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 (14)

• On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Principal component analysis for multivariate stochastic processes
• On the predictor of non-full-rank bivariate stochastic processes
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• Title not available (Why is that?)
• On a nonlinear prediction problem for one-dimensional stochastic processes
• Title not available (Why is that?)
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• On relations between prediction error covariance of univariate and multivariate processes
• On Determining the Predictor of Nonfull-Rank Multivariate Stationary Random Processes
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• Stationary processes on the dyadic tree: prediction and covariance extension

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