On the mean square convergence of the convolution representation of linear filters

DOI10.1080/03610928408828742zbMath0574.62093OpenAlexW2043159234MaRDI QIDQ3692672

David F. Findley

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828742

zbMATH Keywords

mean square convergencefrequency response functionlinear filterCesàro sumsfull rank, wide sense stationary, zero-mean, vector time seriesinfinite autoregressionstime-domain convolution representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Cesàro, Euler, Nörlund and Hausdorff methods (40G05)

Cites Work

• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
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