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On the construction of Wold-Cramér decomposition for bivariate stationary processes

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Probability Theory on Vector Spaces II

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 828))

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References

  1. Cramér, H.: On some classes of non-stationary stochastic processes.-Proceedings of the Fourth Berkeley symposium on mathematical statistics and probability, Vol. II, pp. 57–76. University of California Press, Berkeley/Los Angeles, 1962.

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  9. Wiener, N., and P. Masani: The prediction theory of multivariate stationary processes I.-Acta Math. 98 (1957), 111–150.

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Authors and Affiliations

  1. Department of Mathematics, University of Helsinki, SF-00100, Helsinki 10, Finland

    Hannu Niemi

Authors
  1. Hannu Niemi
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A. Weron

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© 1980 Springer-Verlag

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Niemi, H. (1980). On the construction of Wold-Cramér decomposition for bivariate stationary processes. In: Weron, A. (eds) Probability Theory on Vector Spaces II. Lecture Notes in Mathematics, vol 828. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097406

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  • DOI: https://doi.org/10.1007/BFb0097406

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10253-3

  • Online ISBN: 978-3-540-38350-5

  • eBook Packages: Springer Book Archive

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