Recursive condition for positivity of the angle for multivariate stationary sequences

被引：1
|
作者：
Makagon, A [1 ]
Miamee, AG
Schroder, BSW
机构：
[1] Hampton Univ, Dept Math, Hampton, VA 26668 USA
[2] Louisiana Tech Univ, Program Math & Stat, Ruston, LA 71272 USA
来源：
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 1998年 / 126卷 / 06期
关键词：
multivariate stationary sequence; prediction theory; positive angle;
D O I：
10.1090/S0002-9939-98-04245-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this note a recursive type condition for positivity of the angle between past and future for q-variate stationary sequences is provided. In the case q = 2 it gives a simple different proof of a result due to Solev and Tserkhtsvadze on basicity of bivariate stationary sequences.
引用
收藏
页码：1821 / 1825
页数：5
相关论文
共 50 条
12345