On the angle between past and future for multivariate stationary stochastic processes (Q1084753)
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scientific article; zbMATH DE number 3980143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the angle between past and future for multivariate stationary stochastic processes |
scientific article; zbMATH DE number 3980143 |
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On the angle between past and future for multivariate stationary stochastic processes (English)
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1986
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A characterization for the positivity of the angle between past and future of multivariate stationary stochastic processes is established. A lemma is proved which is useful in other areas of prediction theory.
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spectral theory
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multivariate stationary stochastic processes
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prediction theory
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