Article ID Journal Published Year Pages File Type
1147328 Journal of Multivariate Analysis 2006 28 Pages PDF
Abstract

Let (Xm,n)(m,n)∈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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis