On the construction of Wold-Cramér decomposition for bivariate stationary processes

Author:

Niemi Hannu

Publisher

Springer Berlin Heidelberg

Reference10 articles.

1. Cramér, H.: On some classes of non-stationary stochastic processes.-Proceedings of the Fourth Berkeley symposium on mathematical statistics and probability, Vol. II, pp. 57–76. University of California Press, Berkeley/Los Angeles, 1962.

2. Jang Ze-Pei: The prediction theory of multivariate stationary processes, I.-Chinese Math. 4 (1963), 291–322; II.-Chinese Math. 5 (1964), 471–484.

3. Masani, P.: Recent trends in multivariate prediction theory.-Multivariate Analysis I (ed. P.R. Krishnaiah), pp. 351–382. Academic Press, New York/London, 1966.

4. Matveev, R.F.: On the regularity of one-dimensional stationary stochastic processes with discrete time.-Dokl.Akad.Nauk. SSSR 25 (1959), 277–280 (In Russian).

5. Matveev, R.F.: On singular multidimensional stationary processes.-Theor. Probability Appl. 5 (1960), 33–39.

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