scientific article; zbMATH DE number 3963691

MaRDI QIDQ3731480zbMATH OpenFDO

Authors Michele Pavon

Publication date 1986

zbMATH Keywords

canonical correlationHankel operatorsminimal Markovian representationsmultivariate stationary Gaussian processpast-future dependencestrong mixing

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Stationary stochastic processes (60G10) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15) Stochastic systems in control theory (general) (93E03)

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