A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities

DOI10.1016/0022-1236(92)90095-ZzbMath0772.60028MaRDI QIDQ1188110

Philippe Loubaton

Publication date: 13 August 1992

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

zbMATH Keywords

predictionrank spectral densityregularity of multivariate wide-sense stationary sequencesspectral characterization for the regularity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Convergence of the best linear predictor of a weakly stationary random field ⋮ On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
• On the prediction theory of two-parameter stationary random fields
• Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
• On the Wold-type decomposition of a pair of commuting isometries
• On the semi-groups of isometries
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