The intersection of past and future for multivariate stationary processes
classification
🧮 math.PR
math.STstat.TH
keywords
processesmultivariatefutureintersectionpastpropertystationarycharacterizations
read the original abstract
We consider an intersection of past and future property of multivariate stationary processes which is the key to deriving various representation theorems for their linear predictor coefficient matrices. We extend useful spectral characterizations for this property from univariate processes to multivariate processes.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.