A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G25 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / Mathematics Subject Classification ID: 42A50 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4133232 / rank | |||
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multivariate weakly stationary stochastic processes | |||
| Property / zbMATH Keywords: multivariate weakly stationary stochastic processes / rank | |||
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rate of convergence | |||
| Property / zbMATH Keywords: rate of convergence / rank | |||
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maximal correlation coefficient | |||
| Property / zbMATH Keywords: maximal correlation coefficient / rank | |||
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Revision as of 18:24, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes |
scientific article |
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A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (English)
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1989
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multivariate weakly stationary stochastic processes
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rate of convergence
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maximal correlation coefficient
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