Voir la notice de l'article provenant de la source Cambridge University Press
Robertson, James B. Orthogonal Decompositions of Multivariate Weakly Stationary Stochastic Processes. Canadian journal of mathematics, Tome 20 (1968) no. 1, pp. 368-383. doi: 10.4153/CJM-1968-033-x
@article{10_4153_CJM_1968_033_x,
author = {Robertson, James B.},
title = {Orthogonal {Decompositions} of {Multivariate} {Weakly} {Stationary} {Stochastic} {Processes}},
journal = {Canadian journal of mathematics},
pages = {368--383},
year = {1968},
volume = {20},
number = {1},
doi = {10.4153/CJM-1968-033-x},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-1968-033-x/}
}
TY - JOUR AU - Robertson, James B. TI - Orthogonal Decompositions of Multivariate Weakly Stationary Stochastic Processes JO - Canadian journal of mathematics PY - 1968 SP - 368 EP - 383 VL - 20 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4153/CJM-1968-033-x/ DO - 10.4153/CJM-1968-033-x ID - 10_4153_CJM_1968_033_x ER -
%0 Journal Article %A Robertson, James B. %T Orthogonal Decompositions of Multivariate Weakly Stationary Stochastic Processes %J Canadian journal of mathematics %D 1968 %P 368-383 %V 20 %N 1 %U http://geodesic.mathdoc.fr/articles/10.4153/CJM-1968-033-x/ %R 10.4153/CJM-1968-033-x %F 10_4153_CJM_1968_033_x
[1] 1. Cramer, H., On the theory of stationary random processes, Ann. of Math., 18 (1940), 215–230. Google Scholar
[2] 2. Gladyshev, E., On multi-dimensional stationary stochastic processes, Theor. Probability Appl. 3 (1958), 425–428. Google Scholar
[3] 3. Halmos, P., Finite dimensional vector spaces (London, 1942). Google Scholar
[3a] 3a. Halmos, P. Shifts on Hilbert space, J. Reine Angew. Math., 208 (1961), 102–112. Google Scholar
[4] 4. Kolmogorov, A., Stationary sequences in Hilbert space (Russian), Bull. Math. Univ. Moscow, 2 (1941) (translation by N. Artin). Google Scholar
[5] 5. Masani, P., Cramer's theorem on monotone matrix-valued functions and the Wold decomposition, Prob. and Stat., The Harald Cramer Volume (New York, 1959), pp. 175–189. Google Scholar
[6] 6. Masani, P., Shift invariant spac 's and prediction theory, Acta Math., 107 (1962), 275–290. Google Scholar
[7] 7. Masani, P., Isometric flows on Hilbert space, Bull. Amer Math. Soc, 68 (1962), 624–632. Google Scholar
[8] 8. Masani, P. and Robertson, J., The time domain analysis of a continuous parameter weakly stationary stochastic process, Pacific J. Math., 12 (1962), 1361–1378. Google Scholar
[9] 9. Robertson, J., On wandering sub spaces for unitary operators, Proc. Amer. Math. Soc, 16 1965), 233–236. Google Scholar
[10] 10. Rosenberg, M., The sguar e-integr ability of matrix-valued functions with respect to a nonnegative hermitian measure, Duke Math. J., 81 (1964), 291–298. Google Scholar
[11] 11. Rosenberg, M., Spectral analysis of multivariate weakly stationary stochastic processes (Doctoral dissertation, Indiana University, 1964). Google Scholar
[12] 12. Rozanov, Yu, Linear extrapolation of multi-dimensional stationary processes of rank one with discrete time, Dokl. Akad. Nauk SSSR, 125 (1959), 277–280. Google Scholar
[13] 13. Wiener, N. and Masani, P., The prediction theory of multivariate stochastic processes, Acta Math., 98 (1957), 111–150. Google Scholar
[14] 14. Ze-pei, Jang, The prediction theory of multivariate stationary processes, I and II, Chinese Math., 4 (1963), 291-322 ; 5 (1963), 471–484. Google Scholar
Cité par Sources :