scientific article; zbMATH DE number 3930188
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Publication:3703151
zbMATH Open0581.62080MaRDI QIDQ3703151FDOQ3703151
Publication date: 1983
Title of this publication is not available (Why is that?)
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- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
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Hilbert spaceorthogonal projectionseries representationlinear predictorautoregressive seriesspectral necessary and sufficient conditionunivariate weakly stationary stochastic process
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
Cited In (9)
- Autoregressive representations of multivariate stationary stochastic processes
- On the convergence of finite linear predictors of stationary processes
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- Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
- On the angle between past and future for multivariate stationary stochastic processes
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
- Some extensions of linear approximation and prediction problems for stationary processes
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
- Prediction with incomplete past of a stationary process.
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