Banach algebra methods in prediction theory

DOI10.1007/BF01168584zbMath0375.60047OpenAlexW11331016MaRDI QIDQ1246196

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

Related Items (3)

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

Cites Work

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