On the prediction theory of two-parameter stationary random fields

DOI10.1016/0047-259X(90)90076-TzbMath0726.60051OpenAlexW2028986542MaRDI QIDQ804088

Hannu Niemi, Gopinath Kallianpur, Abol G. Miamee

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90076-t

zbMATH Keywords

spectral theorymultiplicitiesMinimalityinterpolabilitysecond-order random fieldWold decompositions

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (15)

Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\) ⋮ The rank of the covariance matrix of an evanescent field ⋮ The prediction theory of stationary random fields. III: Fourfold Wold decompositions ⋮ Orthogonal decompositions of 2-D nonhomogeneous discrete random fields ⋮ Convergence of the best linear predictor of a weakly stationary random field ⋮ Harmonizable stable fields: Regularity and Wold-type decompositions ⋮ Asymptotic normality of the sample mean and covariances of evanescent fields in noise ⋮ Spectral representation and asymptotic properties of certain deterministic fields with innovation components ⋮ Wold decomposition for doubly commuting isometries ⋮ Some prediction problems for stationary random fields with quarter-plane past ⋮ Central limit theorem for Fourier transform and periodogram of random fields ⋮ A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities ⋮ On the prediction of vector-valued random fields and the spectral distribution of their evanescent component ⋮ The prediction theory of stationary random fields. II: Nonsymmetrical half-plane prediction ⋮ A Shimorin-type analytic model on an annulus for left-invertible operators and applications

Cites Work

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• Prediction theory and Fourier series in several variables
• The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
• Prediction theory and Fourier series in several variables. II
• On Singular Multidimensional Stationary Processes
• On the angle for stationary random fields

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