Matrix polynomials orthogonal on the unit circle and accuracy of autoregressive models
From MaRDI portal
Publication:1917825
DOI10.1016/0377-0427(95)00130-0zbMath0862.65098MaRDI QIDQ1917825
Publication date: 25 May 1997
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(95)00130-0
Fourier coefficients; orthogonal matrix polynomials; autoregressive modeling; spectral matrix; discrete stationary vector random processes
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
65C99: Probabilistic methods, stochastic differential equations
Cites Work
- Autoregressive spectral modeling: Difficulties and remedies
- Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle
- Orthogonal polynomial matrices on the unit circle
- Matrix orthogonal polynomials on the unit circle
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