Structure of positive block-matrices and nonstationary prediction
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Publication:1091671
DOI10.1016/0022-1236(87)90119-4zbMath0623.60055OpenAlexW1998972139MaRDI QIDQ1091671
Grigore Arsene, Tiberiu Constantinescu
Publication date: 1987
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(87)90119-4
Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (3)
A correlation-theoretical interpretation of schur analysis ⋮ Schur analysis of some completion problems ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
Cites Work
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- The structure of the Naimark dilation and Gaussian stationary processes
- Some generalizations of Szegö's first limit theorem
- Asymptotic behavior of block Toeplitz matrices and determinants. II
- Lattice filter parameterization and modeling of nonstationary processes
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