An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
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Publication:3784254
DOI10.1002/mana.19871310123zbMath0642.15004MaRDI QIDQ3784254
Bernd Fritzsche, Bernd Kirstein
Publication date: 1987
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19871310123
prediction error; Hilbert space; Toeplitz matrices; contractions; prediction theory; Hermitian block Toeplitz matrix; multivariable stationary sequences; non- stochastic spectral measure
62M20: Inference from stochastic processes and prediction
15B57: Hermitian, skew-Hermitian, and related matrices
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
60G25: Prediction theory (aspects of stochastic processes)
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Cites Work
