On the notion of minimality of a \(q\)-variate stationary sequence

DOI10.1007/s11785-015-0457-8zbMath1390.60147OpenAlexW2090186206MaRDI QIDQ682185

Conrad Mädler, Lutz Klotz

Publication date: 14 February 2018

Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11785-015-0457-8

zbMATH Keywords

regularityspectral measureminimality\(q\)-variate stationary sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Vector spaces, linear dependence, rank, lineability (15A03) Prediction theory (aspects of stochastic processes) (60G25)

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