• Title of article

    On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

  • Author/Authors

    Cuny، نويسنده , , Christophe، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2006
  • Pages
    28
  • From page
    1842
  • To page
    1869
  • Abstract
    Let ( X m , n ) ( m , n ) ∈ Z 2 be a C p -valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z 2 . 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.
  • Keywords
    Prediction , Spectral distribution , Vector-valued stationary processes
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2006
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558512