On prediction of nonsynchronized multivariate processes

zbMath0870.60030MaRDI QIDQ677568

Mohsen Pourahmadi, Abol G. Miamee

Publication date: 10 April 1997

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

spectral densitymeasure of feedbackoptimal factorprediction and interpolation of stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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