On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory (Q1355118)

Summary: This paper is a continuation of the authors' former studies on generalized Nehari problems [see \textit{B. Fritzsche} and \textit{B. Kirstein}, Math. Nachr. 138, 217--237 (1988; Zbl 0662.15016); Z. Anal. Anwend. 9, No.~1, 73--84 (1990; Zbl 0697.15014); ibid. 13, No.~1, 97--109 (1994; Zbl 0787.30023)]. We indicate the stochastic background of the generalized Nehari problem for the Carathéodory class. Moreover, we discuss some intimately related questions of prediction theory for stationarily cross-correlated stationary sequences.