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Determining the Predictor of Non-Full-Rank Multivariate Stationary Random Processes

机译：确定非满秩多元平稳随机过程的预测

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摘要

Algorithms for determining the generating function and the predictor for some non-full-rank multivariate stationary stochastic process are obtained. In fact it is shown that the well known algorithms given by Wiener and Masani (1958) for the full-rank case, are valid in certain non-full-rank cases exactly in the same form. (Author)

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作者
Miamee, A. G.;
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年度 1985
页码 p.1-20
总页数 20
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Algorithms; Mathematical prediction; Functions; Multivariate analysis; Stationary; Stochastic processes; Linearity; Operators(Mathematics);

机译：算法;数学预测;函数;多变量分析;固定;随机过程;线性;算子（数学）;

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专利

1. Multivariate probability density deconvolution for stationary random processes [J] . Masry E. IEEE Transactions on Information Theory . 1991,第4期

机译：平稳随机过程的多元概率密度反卷积
2. Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes [J] . Inoue Akihiko, Kasahara Yukio, Pourahmadi Mohsen Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2018,第2期

机译：Baxter的有限预测器系数的多变量长记忆静止过程的不等式
3. On conditions for determining ergodicity in a class of stationary random processes [J] . Wolf A. A. American Institute of Electrical Engineers, Part I: Communication and Electronics, Transactions of the . 1963,第4期

机译：一类平稳随机过程中确定遍历性的条件
4. Non Parametric Modelling of Cyclo-Stationary Markovian Processes Part I: Simulation of multivariate sea state processes [C] . V. Monbet, P. F. Marteau International Offshore and Polar Engineering Conference . 2004

机译：基准式马尔维亚流程的非参数化建模第一部分：多元海态过程模拟
5. Spectral Estimation for Random Processes with Stationary Increments [D] . Chen, Wei 2018

机译：具有平稳增量的随机过程的谱估计
6. Local linear estimation for spatial random processes with stochastic trend and stationary noise [O] . Jung Won Hyun, Prabir Burman, Debashis Paul -1

机译：具有随机趋势和平稳噪声的空间随机过程的局部线性估计
7. A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on Z2 with non-full-rank spectral densities [O] . Loubaton Philippe 1992

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Determining the Predictor of Non-Full-Rank Multivariate Stationary Random Processes

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