THE PREDICTION THEORY OF STATIONARY RANDOM FIELDS (II): NONSYMMETRICAL HALF-PLANE PREDICTION
江泽培 · Acta Scientiarum Naturalium Universitatis Sunyatseni · 1989
In this paper, we consider the nonsymmetrical half-plane prediction. A prediction theoretic proofof the fundamental formula about one step prediction error is given. A Wold-type decomposition andits spectral representation theorem are proved. Spectral extraction problems of the half-plane innova-tions and its singular components are investigated.