scientific article

zbMath0658.62113MaRDI QIDQ3806630

Mohsen Pourahmadi, Abol G. Miamee

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fourier seriesspectral densitymean convergenceprediction theorybest linear predictorspectral characterisationmoving average representationsautoregressive representationsangle between past and futuregeneralized Schauder basis for the time domainq- variate stationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Baxter's inequality and convergence of finite predictors of multivariate stochastic processes ⋮ Canonical correlation and reduction of multiple time series ⋮ The mixing rate of a stationary multivariate process ⋮ Recursive condition for positivity of the angle for multivariate stationary sequences ⋮ Dynamic factor models with infinite-dimensional factor spaces: one-sided representations

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