Characterizations of completely nondeterministic stochastic processes
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Publication:1157836
DOI10.2140/pjm.1983.107.307zbMath0472.60041OpenAlexW2048152666MaRDI QIDQ1157836
Peter Bloomfield, Eric Hayashi, Nicholas P. Jewell
Publication date: 1983
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1983.107.307
Banach algebras of differentiable or analytic functions, (H^p)-spaces (46J15) (H^p)-spaces (42B30) Prediction theory (aspects of stochastic processes) (60G25)
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The kernel of a Toeplitz operator ⋮ Representation theorems in finite prediction, with applications ⋮ Szegő's theorem and its probabilistic descendants ⋮ Multivariate prediction and matrix Szegő theory ⋮ Kernels of Toeplitz operators via Bourgain's factorization theorem ⋮ Verblunsky coefficients and Nehari sequences ⋮ AR and MA representation of partial autocorrelation functions, with applications ⋮ Explicit representation of finite predictor coefficients and its applications ⋮ The intersection of past and future for multivariate stationary processes ⋮ Kernels of Toeplitz operators ⋮ Rigidity for matrix-valued Hardy functions
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