Expansion of multivariate weakly stationary stochastic processes

DOI10.1016/S0020-0255(70)80055-XzbMath0201.21202OpenAlexW2074790666MaRDI QIDQ2540807

Elias Masry

Publication date: 1970

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(70)80055-x

Related Items (1)

Series representations and Karhunen processes

Cites Work

• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• On the Multivariate Analysis of Weakly Stationary Stochastic Processes
• Some integral equations with 'nonrational' kernels
• Series expansion of wide-sense stationary random processes
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