Expansion of multivariate weakly stationary stochastic processes-Reference-Cited by-同舟云学术

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Expansion of multivariate weakly stationary stochastic processes

Published:1970-07 Issue:3 Volume:2 Page:303-317
ISSN:0020-0255
Container-title:Information Sciences
language:en
Short-container-title:Information Sciences

Author:

Masry Elias

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

Reference14 articles.

1. Statistical Theory of Signal Detection;Helstrom,1960

2. Some integral equations with non-rational kernels;Kailath;IEEE Trans. Information Theory,1966

3. Representation of Complex-Valued Vector Processes and Their Application to Estimation and Detection;Kobayashi,1967

4. On the multivariate analysis of weakly stationary stochastic processes;Koopmans;Ann. Math. Statist.,1964

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A numerical solution for multichannel detection;IEEE Transactions on Communications;2009-06

2. Estimation of Improper Complex-Valued Random Signals in Colored Noise by Using the Hilbert Space Theory;IEEE Transactions on Information Theory;2009-06

3. On the numerical expansion of a second order stochastic process;Applied Stochastic Models and Data Analysis;1992-06

4. Series representations and Karhunen processes;Journal of Multivariate Analysis;1988-04

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