A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes (Q1824334)
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scientific article; zbMATH DE number 4117709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes |
scientific article; zbMATH DE number 4117709 |
Statements
A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes (English)
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1989
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Wold decomposition
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complex-valued ARMA process
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characterization of predictors
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