Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences (Q3934244)
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scientific article; zbMATH DE number 3750803
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| English | Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences |
scientific article; zbMATH DE number 3750803 |
Statements
Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences (English)
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1981
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estimation theory
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Schur recursions
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Nevanlinna-Pick interpolation
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spectral approximation
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Christoffel-Darboux formulas
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stochastic realizations
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ladder filters
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J-lossless matrices
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maximum entropy criterion
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