Effective Solutions of Linear Approximation Problems for Multivariate Stationary Processes with a Rational Spectrum
- 1 January 1960
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 5 (3), 239-264
- https://doi.org/10.1137/1105025
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- On Multi-Dimensional Stationary Random ProcessesTheory of Probability and Its Applications, 1958
- The prediction theory of multivariate stochastic processes: I. The regularity conditionActa Mathematica, 1957
- An Extension of Wiener's Theory of PredictionJournal of Applied Physics, 1950
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949