On the predictor of non-full-rank bivariate stochastic processes

A. G. Miamee

Journal of Multivariate Analysis, 1989, vol. 29, issue 1, 15-29

Abstract: Algorithms for determining the generating function, the prediction error matrix, and the best linear predictor for non-full-rank bivariate stationary stochastic processes are obtained.

Keywords: generating; function; prediction; error; matrix; best; linear; predictor; bivariate; stationary; processes; non-full-rank; processes (search for similar items in EconPapers)
Date: 1989
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