On Prediction of Harmonizable Stable Processes.
On Prediction of Harmonizable Stable Processes.
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关于可协调稳定过程的预测。
DOI：
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发表时间：
1985
期刊：
影响因子：
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通讯作者：
A. Miamee
中科院分区：
文献类型：
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作者：
S. Cambanis;A. Miamee
摘要：给出了调和稳定过程正则化的谱域判据和时域判据，给出了调和稳定过程正则化的正交移动平均表示。还得到了这类过程具有线性预测器滤波器的准则；这包括距离的正性和过去与未来之间的角度。在此过程中，引入并研究了各向同性复稳定随机变量间夹角的概念。关键词：可调和稳定过程；移动平均表示；线性预测;角;各向同性复随机变量。
Abstract : Spectral and time domain criteria for a harmonizable stable process to be regular are given, which provide an orthogonal moving average representation. Also criteria for such processes to have linear predictor filters are obtained; these include the positivity of the distance and of the angle between past and future. In the process, the notion of angle between isotropic complex stable random variables is introduced and studied. Keywords: Harmonizable stable processes; Moving average representation; Linear predictors; Angle; Isotropic complex random variables.