THE PREDICTION-THEORY OF STATIONARY RANDOM-FIELDS .3. FOURFOLD WOLD DECOMPOSITIONS

被引：11

作者：

CHIANG, TP

机构：

[1] Peking University, Beijing

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 37卷 / 01期

关键词：

STATIONARY RANDOM FIELDS; PREDICTION; FOURFOLD WOLD-TYPE DECOMPOSITIONS; COMMUTATION PROPERTY; INNOVATION SPACES; MULTIPLICITY; SPECTRAL CHARACTERIZATION; QUARTER-PLANE MOVING AVERAGE REPRESENTATION;

D O I：

10.1016/0047-259X(91)90110-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we investigate various fourfold Wold-type decompositions of stationary random fields under different hypotheses of commutation properties. Spectral characterizations of the three multiplicities of the innovation subspaces are obtained. The equivalence relations between the weak commutation property, fourfold Wold-type decomposition, and quarter-plane moving average representation are proved. A complete spectral characterization of the weak commutation property is also given. © 1991.

引用

页码：46 / 65

页数：20

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