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On the Bilateral Prediction Error Matrix of a Multivariate Stationary Stochastic Process - MaRDI portal

On the Bilateral Prediction Error Matrix of a Multivariate Stationary Stochastic Process (Q3851350)

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On the Bilateral Prediction Error Matrix of a Multivariate Stationary Stochastic Process
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    On the Bilateral Prediction Error Matrix of a Multivariate Stationary Stochastic Process (English)
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    1979
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    multivariate stationary stochastic process
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    prediction theory
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    predictor error matrix
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    spectral density
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