Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...
Journal of Applied Probability, Vol. 29, No. 4 (Dec., 1992), pp. 921-931 (11 pages) By using the alternating projection theorem of J. von Neumann, we obtain explicit ...