Vector harmonizable processes:wold and Cramér decompositions

DOI10.1080/07362999508809415zbMath0836.60039OpenAlexW2088673881MaRDI QIDQ4859229

Yûichirô Kakihara

Publication date: 22 April 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809415

zbMATH Keywords

harmonizable processesWold decompositionsCramér decompositionstationary dilation processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Related Items

Prediction theory for stationary functional time series

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions
• Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
• Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
• On vector measures related to deterministic non-stationary stochastic processes
• A note on harmonizable and V-bounded processes
• A classification of vector harmonizable processes