On the construction of Wold decomposition for multivariate stationary processes
type: Item
instance of: scholarly article
title: On the construction of Wold decomposition for multivariate stationary processes
zbMATH Open document ID: 0424.60050
DOI: 10.1016/0047-259X(79)90057-5
author: Hannu Niemi
published in: Journal of Multivariate Analysis
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 46G10
zbMATH DE Number: 3660562
zbMATH Keywords: q-variate stationary sequences
zbMATH Keywords: linear prediction
zbMATH Keywords: Wold-Cramer decomposition
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3660562