On the predictor of non-full-rank bivariate stochastic processes (Q581924)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the predictor of non-full-rank bivariate stochastic processes |
scientific article; zbMATH DE number 4129746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the predictor of non-full-rank bivariate stochastic processes |
scientific article; zbMATH DE number 4129746 |
Statements
On the predictor of non-full-rank bivariate stochastic processes (English)
0 references
1989
0 references
The main aim of the author is to derive algorithms for generating functions, the prediction error matrix, and the best linear predictor for non-full rank bivariate stationary stochastic processes. These results provide extensions of the earlier work of \textit{P. Masani} [Acta Math. 104, 141-162 (1960; Zbl 0096.115)] on the full rank bivariate stationary sequence.
0 references
generating functions
0 references
best linear predictor
0 references
non-full rank
0 references
bivariate stationary sequence
0 references
0 references
0 references
0 references
