Friedrich, J.; Klotz, L.; Riedel, M. On reduction of two-parameter prediction problems. (English) Zbl 0822.60038 Stud. Math. 114, No. 2, 147-158 (1995). Summary: We present a general method for the extension of results about linear prediction for \(q\)-variate weakly stationary processes on a separable locally compact Abelian group \(G_ 2\) (whose dual is a Polish space) with known values of the processes on a separable subset \(S_ 2 \subseteq G_ 2\) to results for weakly stationary processes on \(G_ 1 \times G_ 2\) with observed values on \(G_ 1 \times S_ 2\). In particular, the method is applied to obtain new proofs of some well-known results of Tse-Pei Chiang [Dokl. Akad. Nauk SSSR 112, 207-210 (1957; Zbl 0082.343) and Teor. Veroyatn. Primen. 2, 60-91 (1957; Zbl 0082.343)]. MSC: 60G25 Prediction theory (aspects of stochastic processes) Keywords:prediction; weakly stationary processes; locally compact Abelian group Citations:Zbl 0082.343 PDFBibTeX XMLCite \textit{J. Friedrich} et al., Stud. Math. 114, No. 2, 147--158 (1995; Zbl 0822.60038) Full Text: DOI EuDML