The prediction theory of stationary random fields. III. Fourfold Wold decompositions

Tse-Pei Chiang

Journal of Multivariate Analysis, 1991, vol. 37, issue 1, 46-65

Abstract: In this paper, we investigate various fourfold Wold-type decompositions of stationary random fields under different hypotheses of commutation properties. Spectral characterizations of the three multiplicities of the innovation subspaces are obtained. The equivalence relations between the weak commutation property, fourfold Wold-type decomposition, and quarter-plane moving average representation are proved. A complete spectral characterization of the weak commutation property is also given.

Keywords: stationary; random; fields; prediction; fourfold; Wold-type; decompositions; commutation; property; innovation; spaces; multiplicity; spectral; characterization; quarter-plane; moving; average; representation (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(91)90110-N
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:37:y:1991:i:1:p:46-65

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 ().