A positive-definite matrix which is not extendible

DOI10.1109/TASSP.1984.1164408MaRDI QIDQ3701567zbMATH OpenOpenAlexFDO

Authors Stephen W. Lang

Publication date 1984

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1984.1164408

zbMATH Keywords

correlationtime-seriespositive-definite matrixnonextendible correlation matrix

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Canonical forms, reductions, classification (15A21)

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Cited in

(2)

• Spectral approximation
• Trigonometric moment problems for arbitrary finite subsets of $\mathbb Z^n$

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