scientific article

zbMath0433.62067MaRDI QIDQ3871779

Abol G. Miamee, Habib Salehi

Publication date: 1980

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

zbMATH Keywords

prediction errorWold decompositionCramer decompositionprediction of periodically correlated stochastic processesWold-Cramer concordance

Mathematics Subject Classification ID

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

Related Items (11)

Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\) ⋮ On covariance generating functions and spectral densities of periodically correlated autoregressive processes ⋮ First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem ⋮ On infinite dimensional discrete time periodically correlated processes ⋮ Seismic waves and correlation autoregressive processes ⋮ Periodically correlated sequences of less than full rank ⋮ Representation of strongly harmonizable periodically correlated processes and their covariances ⋮ The Wold decomposition of Hilbertian periodically correlated processes ⋮ On the spectrum of correlation autoregressive sequences ⋮ Spectrum of periodically correlated fields ⋮ Continuous time periodically correlated processes: Spectrum and prediction

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