Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum (Q2277227)
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scientific article; zbMATH DE number 4195859
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| English | Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum |
scientific article; zbMATH DE number 4195859 |
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Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum (English)
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1990
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Markovian representation
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Hankel operators with rational symbol
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Nehari problem
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inner functions
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q-variate wide-sense stationary process
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0.7692561149597168
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0.7412090301513672
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0.7407036423683167
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0.7370453476905823
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0.7289567589759827
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