Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator
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Publication:3986416
DOI10.1017/S0305004100070626zbMath0745.60032OpenAlexW1984025612MaRDI QIDQ3986416
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Publication date: 27 June 1992
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0305004100070626
Related Items (5)
Prediction theory for stationary functional time series ⋮ The Riemann-Hilbert problem for singular positive loops ⋮ Convergence of the best linear predictor of a weakly stationary random field ⋮ Factorisation in nest algebras. II ⋮ On relations between prediction error covariance of univariate and multivariate processes
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- The Factorization of Matricial Spectral Densities
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