Zbigniew Burdak , Marek Kosiek , Patryk Pagacz , Marek Słociński
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引用次数: 0
Abstract
A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceeded. The classical result due to Helson and Lowdenslager divides a two-parametric weak-stationary stochastic process into three parts. In this paper, we describe the most untouchable one — the evanescent part. Moreover, we point out how this part depends on the shape of the past.
期刊介绍：
Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data.
The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of
Copula modeling
Functional data analysis
Graphical modeling
High-dimensional data analysis
Image analysis
Multivariate extreme-value theory
Sparse modeling
Spatial statistics.
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