Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
type: Item
instance of: scholarly article
title: Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
zbMATH Open document ID: 0607.60038
DOI: 10.1016/0047-259X(86)90092-8
author: H. Körezlioğlu
author: Philippe Loubaton
published in: Journal of Multivariate Analysis
publication date: 1986-01-01T00:00:00Z
review text: To extend the prediction problem from Z to \(Z^ 2\) is not so simple, taking account of the difficulty of extending the nice property of the unit disc to the bidisc and of choosing the past of the processes. In this paper, using an explicit realization of the canonical factorization of the spectral density, the problem of wide sense stationary processes on \(Z^ 2\) with respect to the column-by-column or row-by-row lexicographic order is studied. Also, conditions for a process to have quarter-plane representation in terms of its innovations are given.
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3982180
zbMATH Keywords: prediction problem
zbMATH Keywords: canonical factorization of the spectral density
zbMATH Keywords: wide sense stationary processes
MaRDI profile type: Publication
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full work available at URL: 0047-259x(86)90092-8
OpenAlex ID: W2043235128
description: scientific article; zbMATH DE number 3982180