The spectral measure of a regular stationary random field with the weak or strong commutation property

DOI10.1214/aop/1176989117zbMath0790.60038OpenAlexW2057780677MaRDI QIDQ688037

R. Cheng

Publication date: 20 June 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989117

zbMATH Keywords

predictionspectral measurespectral densityregular stationary random fieldstrong commutation property

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) (H^p)-spaces, Nevanlinna spaces of functions in several complex variables (32A35) Prediction theory (aspects of stochastic processes) (60G25)

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Convergence of the best linear predictor of a weakly stationary random field ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

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