Group Actions on Linear Predictors for Nonstationary Processes

DOI10.1093/imamci/5.1.69zbMath0643.60036OpenAlexW1972961348MaRDI QIDQ3785693

Yoshimasa Nakamura

Publication date: 1988

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/5.1.69

zbMATH Keywords

fractional transformationslinear predictorsBruhat decomposition of Lie groupgroup-theoretic structure of linear predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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