论文信息 - Spectral factorization of wide sence stationary processes on Z 2

Spectral factorization of wide sence stationary processes on Z 2

The problem of prediction of wide sense stationary processes on 2 with respect to the column-by-column or row-by-row lexicographic order is studied. A theorem giving an explicit realization of the corresponding canonical factorization of the spectral density is proved and conditions are given for a process to have a quarter-plane representation in terms of its innovations.

Hayri Korezlioglu | H. Korezlioglu

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