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The prediction theory of multivariate stochastic processes

I. The regularity condition

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Acta Mathematica

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Authors and Affiliations

  1. Cambridge, Mass., USA

    N. Wiener & P. Masani

  2. Bombay, India

    N. Wiener & P. Masani

Authors
  1. N. Wiener
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  2. P. Masani
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Additional information

This research was carried out at the Indian Statistical Institute, Calcutta, during 1955–56. Our sincere thanks are due to the authorities for the excellent facilities placed at our disposal, and to Dr.G. Kallianpur for valuable discussions and for an English translation ofZasuhin's paper [18].

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Wiener, N., Masani, P. The prediction theory of multivariate stochastic processes. Acta Math. 98, 111–150 (1957). https://doi.org/10.1007/BF02404472

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