Prediction and fundamental moving averages for discrete multidimensional harmonizable processes

DOI10.1016/0047-259X(92)90114-UzbMath0809.60053MaRDI QIDQ1201120

Marc H. Mehlman

Publication date: 17 January 1993

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

zbMATH Keywords

predictionmoving averagesharmonizable processesmoving average representations

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Related Items

Vector harmonizable processes:wold and Cramér decompositions, Unnamed Item

Cites Work

• On the linear prediction problem for certain stochastic processes
• Harmonizable processes: Structure theory
• Structure and moving average representation for multidimensional strongly harmonizable processes
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