On the angle between past and future for multivariate stationary stochastic processes

A. G. Miamee

Journal of Multivariate Analysis, 1986, vol. 20, issue 2, 205-219

Abstract: A characterization for the positivityof the angle between past and future of multivariate stationary stochastic processes is established. In order to prove the results a lemma is proved which is of independent interest, and which is very useful in other areas of prediction theory as well.

Keywords: multivariate; stochastic; processes; stationary; processes; prediction; theory (search for similar items in EconPapers)
Date: 1986
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