Title of article :
On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
Author/Authors :
Cuny، نويسنده , , Christophe، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2006
Abstract :
Let ( X m , n ) ( m , n ) ∈ Z 2 be a C p -valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z 2 . In the case of a “rational order”, we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal.
Keywords :
Prediction , Spectral distribution , Vector-valued stationary processes
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis