On the notion of minimality of a q-variate stationary sequence

DOI10.1007/S11785-015-0457-8MaRDI QIDQ682185zbMATH OpenOpenAlexFDO

Authors L. Klotz, Conrad Mädler

Publication date 14 February 2018

Published in Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11785-015-0457-8

zbMATH Keywords

spectral measureregularityminimality\(q\)-variate stationary sequence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Vector spaces, linear dependence, rank, lineability (15A03)

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Cited in

(6)

• \(\mathcal J\)-regularity of multivariate stationary sequences for some families \(\mathcal J\)
• Minimal quasi-stationary distributions under null \(R\)-recurrence
• Some remarks on duality of stationary sequences
• Some remarks on \(J_0\)-regularity and \(J_0\)-singularity of \(q\)-variate stationary processes
• Regularity and minimality of infinite variance processes
• Subordination, rank, and determinism of multivariate stationary sequences

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