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NASA NTRS ยท 19880020097

On Wiener-Masani's algorithm for finding the generating function of multivariate stochastic processes

Abstract

It is shown that the algorithms for determining the generating function and prediction error matrix of multivariate stationary stochastic processes developed by Wiener and Masani (1957), and later by Masani (1960) will work in some more general setting.

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BibTeXRIS

Miamee, A. G.. 1988-01-01. On Wiener-Masani's algorithm for finding the generating function of multivariate stochastic processes. https://ntrs.nasa.gov/citations/19880020097

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