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On the prediction error for two-parameter stationary random fields

Published online by Cambridge University Press:  17 April 2009

R. Cheng
R. Cheng
Affiliation:
Department of Mathematics, University of Louisville, Louisville KY 40292, United States of America
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Abstract

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A number of Szegö-type prediction error formulas are given for two-parameter stationary random fields. These give rise to an array of elementary inequalities and illustrate a general duality relation.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 46 , Issue 1 , August 1992 , pp. 167 - 175
Copyright
Copyright © Australian Mathematical Society 1992

References

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