scientific article
From MaRDI portal
Publication:3703151
zbMath0581.62080MaRDI QIDQ3703151
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hilbert spaceseries representationorthogonal projectionlinear predictorautoregressive seriesspectral necessary and sufficient conditionunivariate weakly stationary stochastic process
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (4)
On the angle between past and future for multivariate stationary stochastic processes ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Autoregressive representations of multivariate stationary stochastic processes ⋮ A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
This page was built for publication:
