Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series

DOI10.2969/jmsj/04520277zbMath0804.60053OpenAlexW1968474473MaRDI QIDQ1309190

Yasunori Okabe

Publication date: 19 January 1995

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04520277

zbMATH Keywords

innovation processlinear predictor\(\text{KM}_ 2 \text{O}\)-Langevin equationsWiener-Masani theory

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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