A correlation-theoretical interpretation of schur analysis

DOI10.1080/02331889008802234MaRDI QIDQ3200329zbMATH OpenOpenAlexFDO

Authors B. Fritzsche, B. Kirstein

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802234

zbMATH Keywords

Schur analysisnon-negative Hermitian block matricesnon-stationary predictionprediction error matrices

Mathematics Subject Classification ID

Factorization of matrices (15A23) Prediction theory (aspects of stochastic processes) (60G25)

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Cites work

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• A Schur Type Matrix Extension Problem
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• A matrix extension problem with entropy optimization
• Algebraic methods for Toeplitz-like matrices and operators
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• On a Class of Matrix Completion Problems
• On the structure of the maximum entropy extension
• Structure of positive block-matrices and nonstationary prediction

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• An inverse entropy optimization problem for matrix-valued carathéodory functions
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• On the Schoenberg transformations in data analysis: theory and illustrations
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