Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups

DOI10.1016/0047-259X(76)90024-5zbMath0332.60026MaRDI QIDQ1228135

Aleksander Weron, Andrzej Makagon

Publication date: 1976

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

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Fourier and Fourier-Stieltjes transforms on locally compact and other abelian groups (43A25) Prediction theory (aspects of stochastic processes) (60G25) Positive definite functions on groups, semigroups, etc. (43A35)

Related Items (5)

Vector harmonizable processes:wold and Cramér decompositions ⋮ On the notion of minimality of a \(q\)-variate stationary sequence ⋮ Explicit representation of finite predictor coefficients and its applications ⋮ On the Hellinger square integral with respect to an operator valued measure and stationary processes ⋮ Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions

Cites Work

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• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure
• The decomposition of matrix-valued measures
• On characterizations of interpolable and minimal stationary processes

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