Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)

DOI10.1016/0047-259X(86)90092-8zbMath0607.60038OpenAlexW2043235128MaRDI QIDQ1085518

Philippe Loubaton, Hayri Korezlioglu

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90092-8

zbMATH Keywords

prediction problemcanonical factorization of the spectral densitywide sense stationary processes

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Stochastic integrals in the plane
• On the Wold-type decomposition of a pair of commuting isometries
• Statistical spatial series modelling

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