Banach algebra methods in prediction theory

DOI10.1007/BF01168584zbMATH Open0375.60047OpenAlexW11331016MaRDI QIDQ1246196FDOQ1246196

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

Cited In (3)

• A Class of Antipersistent Processes
• 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

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