Banach algebra methods in prediction theory

DOI10.1007/BF01168584MaRDI QIDQ1246196zbMATH OpenOpenAlexFDO

Authors Flemming Topsøe

Publication date 1977

Published in Manuscripta Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/154506

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Topological algebras, normed rings and algebras, Banach algebras (46Hxx)

Cites work

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• A Convergence Equivalence Related to Polynomials Orthogonal on the Unit Circle
• A norm inequality for a 'finite-section' Wiener-Hopf equation
• An Asymptotic Result for the Finite Predictor.
• Finite sections of Wiener-Hopf equations and Szegö polynomials
• On an explicit formula in linear least squares prediction
• On the analytic functions in p-normed algebras
• On the locally bounded and m-convex topological algebras
• Polynomials defined by a difference system
• The Degree of Randomness in a Stationary Time Series

Cited in

(3)

• On the angle between past and future for multivariate stationary stochastic processes
• A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
• A Class of Antipersistent Processes

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