Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences (Q3934244): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 13:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences |
scientific article |
Statements
Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences (English)
0 references
1981
0 references
estimation theory
0 references
Schur recursions
0 references
Nevanlinna-Pick interpolation
0 references
spectral approximation
0 references
Christoffel-Darboux formulas
0 references
stochastic realizations
0 references
ladder filters
0 references
J-lossless matrices
0 references
maximum entropy criterion
0 references
