Spectral factorization of wide sense stationary processes on 2

Hayri Korezlioglu and Philippe Loubaton

Journal of Multivariate Analysis, 1986, vol. 19, issue 1, 24-47

Abstract: The problem of prediction of wide sense stationary processes on 2 with respect to the column-by-column or row-by-row lexicographic order is studied. A theorem giving an explicit realization of the corresponding canonical factorization of the spectral density is proved and conditions are given for a process to have a quarter-plane representation in terms of its innovations.

Keywords: Wide; sense; stationary; processes; on; 2; prediction; Wold; decomposition; strictly; nondeterministic; processes; purely; nondeterministic; processes; singular; processes; spectral; factorization; quarter-plane; representation (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(86)90092-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:19:y:1986:i:1:p:24-47

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().