Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle

DOI10.1016/J.JMAA.2018.04.062MaRDI QIDQ1754693zbMATH OpenOpenAlexWikidataFDO

Authors Akihiko Inoue, Yukio Kasahara

Publication date 31 May 2018

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2115/79065

zbMATH Keywords

orthogonal polynomials on the unit circlerational spectral densitySeghier's formulaVerblunsky coefficients

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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• Orthogonal rational functions with poles on the unit circle

Cites work

• An explicit representation of Verblunsky coefficients
• AR and MA representation of partial autocorrelation functions, with applications
• Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
• Asymptotics for the partial autocorrelation function of a stationary process
• Explicit representation of finite predictor coefficients and its applications
• scientific article; zbMATH DE number 2134205 (Why is no real title available?)
• scientific article; zbMATH DE number 1875877 (Why is no real title available?)
• Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
• Prediction d'un processus stationnaire du second ordre de covariance connue sur un intervalle fini
• Some uniqueness theorems for \(H^p(U^n)\) functions
• Time series: theory and methods.
• Verblunsky coefficients and Nehari sequences

Cited in

(3)

• Closed-form expression for finite predictor coefficients of multivariate ARMA processes
• Minimal representations of unitary operators and orthogonal polynomials on the unit circle
• Representation theorems in finite prediction, with applications

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