On prediction of multivariate stationary stochastic processes of rank one

MaRDI QIDQ675331zbMATHFDO

Authors 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)

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• On Determining the Predictor of Nonfull-Rank Multivariate Stationary Random Processes
• On relations between prediction error covariance of univariate and multivariate processes
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• On the predictor of non-full-rank bivariate stochastic processes
• Principal component analysis for multivariate stochastic processes
• scientific article; zbMATH DE number 4186757 (Why is no real title available?)
• The intersection of past and future for multivariate stationary processes
• Stationary processes on the dyadic tree: prediction and covariance extension
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• scientific article; zbMATH DE number 1780016 (Why is no real title available?)
• scientific article; zbMATH DE number 4026628 (Why is no real title available?)
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis
• scientific article; zbMATH DE number 3886931 (Why is no real title available?)
• On a nonlinear prediction problem for one-dimensional stochastic processes

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