Subordination, rank, and determinism of multivariate stationary sequences

DOI10.1016/0047-259X(84)90070-8zbMath0547.60042MaRDI QIDQ799025

Hannu Niemi

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

subordinationorthogonally scattered vector measuresWold-Cramér decomposition

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Vector-valued measures and integration (46G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the construction of Wold decomposition for multivariate stationary processes
• Full subordination and a Radon Nikodym theorem for c.a.o.s. measures
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• The decomposition of matrix-valued measures
• Orthogonally scattered measures
• On Singular Multidimensional Stationary Processes
• Orthogonal Decompositions of Multivariate Weakly Stationary Stochastic Processes
• Characterization of Fourier-Stieltjes transforms of vector and operator valued measures
• On Multi-dimensional Regular Stationary Processes
• Mutual subordination of multivariate stationary processes over any locally compact abelian group

This page was built for publication: Subordination, rank, and determinism of multivariate stationary sequences