Geodesic
On reduction of two-parameter prediction problems
Studia Mathematica, Tome 114 (1995) no. 2, pp. 147-158

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/sm-114-2-147-158

J. Friedrich 1

1 
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J. Friedrich. On reduction of two-parameter prediction problems. Studia Mathematica, Tome 114 (1995) no. 2, pp. 147-158. doi: 10.4064/sm-114-2-147-158

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