On the prediction theory of two-parameter stationary random fields

DOI10.1016/0047-259X(90)90076-TzbMATH Open0726.60051OpenAlexW2028986542MaRDI QIDQ804088FDOQ804088

Abol G. Miamee, Hannu Niemi, Gopinath Kallianpur

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90076-t

zbMATH Keywords

spectral theorymultiplicitiesMinimalityinterpolabilitysecond-order random fieldWold decompositions

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
• On Singular Multidimensional Stationary Processes
• On the angle for stationary random fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (17)

• Central limit theorem for Fourier transform and periodogram of random fields
• The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction
• On spectral prediction error formulas for stationary random fields on Z^2
• The rank of the covariance matrix of an evanescent field
• A Shimorin-type analytic model on an annulus for left-invertible operators and applications
• Spectral representation and asymptotic properties of certain deterministic fields with innovation components
• Some prediction problems for stationary random fields with quarter-plane past
• Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
• On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
• Asymptotic normality of the sample mean and covariances of evanescent fields in noise
• Convergence of the best linear predictor of a weakly stationary random field
• The prediction theory of stationary random fields. III: Fourfold Wold decompositions
• A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities
• Wold decomposition for doubly commuting isometries
• Orthogonal decompositions of 2-D nonhomogeneous discrete random fields
• An optimal prediction in stationary random fields based on a new interpolation approach
• Harmonizable stable fields: Regularity and Wold-type decompositions

This page was built for publication: On the prediction theory of two-parameter stationary random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q804088)