- Tytuł:
- On reduction of two-parameter prediction problems
- Autorzy:
-
Friedrich, J.
Klotz, L.
Riedel, M. - Powiązania:
- https://bibliotekanauki.pl/articles/1289302.pdf
- Data publikacji:
- 1995
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Opis:
- We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group $G_2$ (whose dual is a Polish space) with known values of the processes on a separable subset $S_2 ⊆ G_2$ to results for weakly stationary processes on $G_1 × G_2$ with observed values on $G_1 × S_2$. In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.
- Źródło:
-
Studia Mathematica; 1995, 114, 2; 147-158
0039-3223 - Pojawia się w:
- Studia Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł