Accession Number:

ADA159165

Title:

On Determining the Predictor of Non-Full-Rank Multivariate Stationary Random Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1985-03-01

Pagination or Media Count:

20.0

Abstract:

Algorithms for determining the generating function and the predictor for some non-full-rank multivariate stationary stochastic process are obtained. In fact it is shown that the well known algorithms given by Wiener and Masani 1958 for the full-rank case, are valid in certain non-full-rank cases exactly in the same form. Additional keywords linear predictor operators mathematics. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE