scientific article; zbMATH DE number 3884799

zbMATH Open0555.47006MaRDI QIDQ3218652FDOQ3218652

T. Constantinescu

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

choice operatorsNaimark dilation of a semispectral measureprediction-error operatorSchäffer form of Sz.-Nagy's unitary dilation of a contractionstate parameters of a stationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Dilations, extensions, compressions of linear operators (47A20)

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• Structure of positive block-matrices and nonstationary prediction
• A Schur Type Matrix Extension Problem. IV.
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• A Björck-Pereyra-type algorithm for Szegö-Vandermonde matrices based on properties of unitary Hessenberg matrices
• Eigenvector computation for almost unitary Hessenberg matrices and inversion of Szegö-Vandermonde matrices via discrete transmission lines
• Spectral factors and analytic completion
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