On the construction of Wold decomposition for multivariate stationary processes

DOI10.1016/0047-259X(79)90057-5zbMath0424.60050MaRDI QIDQ1135060

Hannu Niemi

Publication date: 1979

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

zbMATH Keywords

linear predictionq-variate stationary sequencesWold-Cramer decomposition

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Vector-valued measures and integration (46G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Subordination, rank, and determinism of multivariate stationary sequences

Cites Work

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• Orthogonal Decompositions of Multivariate Weakly Stationary Stochastic Processes
• On Multi-dimensional Regular Stationary Processes

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