A convergence theorem for spectral factorization

DOI10.1016/0047-259X(78)90073-8zbMath0384.60027OpenAlexW2146528170MaRDI QIDQ1248990

Granville Tunnicliffe Wilson

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0047-259x(78)90073-8

Mathematics Subject Classification ID

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

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Cites Work

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