THE INTERSECTION OF PAST AND FUTURE FOR MULTIVARIATE STATIONARY PROCESSES


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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/61373

Title:	THE INTERSECTION OF PAST AND FUTURE FOR MULTIVARIATE STATIONARY PROCESSES
Authors:	Inoue, Akihiko Browse this author
	Kasahara, Yukio Browse this author
	Pourahmadi, Mohsen Browse this author
Issue Date:	Apr-2016
Publisher:	American Mathematical Society
Journal Title:	Proceedings of the American mathematical society
Volume:	144
Issue:	4
Start Page:	1779
End Page:	1786
Publisher DOI:	10.1090/proc/12869
Abstract:	We consider an intersection of past and future property of multivariate stationary processes which is the key to deriving various representation theorems for their linear predictor coefficient matrices. We extend useful spectral characterizations for this property from univariate processes to multivariate processes.
Rights:	First published in American Mathematical Society in 144(4), published by the American Mathematical Society
Rights:	http://creativecommons.org/licenses/by-nc-nd/4.0/
Type:	article (author version)
URI:	http://hdl.handle.net/2115/61373
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 笠原雪夫

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