A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
- J. Rissanen
- L. Barbosa
- 1969
- Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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Properties of infinite covariance matrices and stability of optimum predictors
- J. Rissanen
- L. Barbosa
- 1969
- Information Sciences