On reduction of two-parameter prediction problems

Friedrich, J.; Klotz, L.; Riedel, M.

Studia Mathematica, Tome 113 (1995), p. 147-158 / Harvested from The Polish Digital Mathematics Library

Résumé

We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group $G_{2}$ (whose dual is a Polish space) with known values of the processes on a separable subset $S_{2} \subseteq G_{2}$ to results for weakly stationary processes on $G_{1} \times G_{2}$ with observed values on $G_{1} \times S_{2}$ . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.

Publié le : 1995-01-01

Zbl 0822.60038

EUDML-ID : urn:eudml:doc:216185

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     author = {J. Friedrich and L. Klotz and M. Riedel},
     title = {On reduction of two-parameter prediction problems},
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     volume = {113},
     year = {1995},
     pages = {147-158},
     zbl = {0822.60038},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv114i2p147bwm}
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Friedrich, J.; Klotz, L.; Riedel, M. On reduction of two-parameter prediction problems. Studia Mathematica, Tome 113 (1995) pp. 147-158. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv114i2p147bwm/

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