On one method of analysis of linear systems with random stationary coefficients
Vladimír Kracík (1976)
Kybernetika
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Displaying similar documents to “Some remarks on duality of stationary sequences”
On one method of analysis of linear systems with random stationary coefficients
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A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
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Pavle Mladenović (1991)
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Prediction problems
Nguyen Van Thu
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CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables...................................................................................
Spectral decomposition of locally stationary random processes
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Consistency of the LSE in Linear regression with stationary noise
Guy Cohen, Michael Lin, Arkady Tempelman (2004)
Colloquium Mathematicae
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We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also -consistency when the noise is strict sense stationary...