The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction

DOI10.1007/BF02009749zbMath0687.60042OpenAlexW2084876161MaRDI QIDQ1263163

K. Appert

Publication date: 1989

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02009749

zbMATH Keywords

innovationsnonsymmetrical half-plane predictionone step prediction error

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

The prediction theory of stationary random fields. III: Fourfold Wold decompositions, On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Cites Work

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• Prediction theory and Fourier series in several variables
• On the prediction theory of two-parameter stationary random fields
• Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
• Stone Duality for Nominal Boolean Algebras with И