On the construction of Wold decomposition for multivariate stationary processes (Q1135060)
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scientific article; zbMATH DE number 3660562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of Wold decomposition for multivariate stationary processes |
scientific article; zbMATH DE number 3660562 |
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On the construction of Wold decomposition for multivariate stationary processes (English)
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1979
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q-variate stationary sequences
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linear prediction
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Wold-Cramer decomposition
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