Structure of positive block-matrices and nonstationary prediction (Q1091671)
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scientific article; zbMATH DE number 4011565
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| English | Structure of positive block-matrices and nonstationary prediction |
scientific article; zbMATH DE number 4011565 |
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Structure of positive block-matrices and nonstationary prediction (English)
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1987
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In this paper, a study of nonstationary prediction using some angles between parts of the past and future of nonstationary processes is given. After a preliminary part, where the needed operatorial facts are studied in the third section a formula for angle operators using Schur complements is given in the fourth section. The last part contains applications of the results to the study of stationary processes, which are generalized to the nonstationary case. Also, an interpretation of a \textit{M. G. Krejn} and \textit{I. M. Spitkovskij} result [Anal. Math. 9, No.1, 23-41 (1983; Zbl 0582.15008)] is given.
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Schur analysis
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positive block-matrices
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nonstationary prediction
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Schur complements
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0.7584553360939026
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0.7531196475028992
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