The prediction theory of stationary random fields. III: Fourfold Wold decompositions

DOI10.1016/0047-259X(91)90110-NzbMath0721.60057MaRDI QIDQ2641000

Tsepei Chiang

Publication date: 1991

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

zbMATH Keywords

moving average representationstationary random fieldsspectral characterization of the weak commutation propertySpectral characterizationsWold-type decompositions

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (6)

The rank of the covariance matrix of an evanescent field ⋮ Orthogonal decompositions of 2-D nonhomogeneous discrete random fields ⋮ Asymptotic normality of the sample mean and covariances of evanescent fields in noise ⋮ Spectral representation and asymptotic properties of certain deterministic fields with innovation components ⋮ On the prediction of vector-valued random fields and the spectral distribution of their evanescent component ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

Cites Work

• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
• On the prediction theory of two-parameter stationary random fields
• Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
• The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction
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