On reduction of two-parameter prediction problems
We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group (whose dual is a Polish space) with known values of the processes on a separable subset to results for weakly stationary processes on with observed values on . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.