On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Christophe Cuny

Journal of Multivariate Analysis, 2006, vol. 97, issue 8, 1842-1869

Abstract: Let (Xm,n)(m,n)[set membership, variant]Z2 be a Cp-valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z2. In the case of a "rational order", we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal.

Keywords: Prediction; Vector-valued; stationary; processes; Spectral; distribution (search for similar items in EconPapers)
Date: 2006
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