scientific article; zbMATH DE number 2163518

MaRDI QIDQ4672383zbMATH OpenFDO

Authors J. G. Marcano, María Dolores Morán

Publication date 29 April 2005

zbMATH Keywords

Arov-Grossman modelBurg's entropy

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Trigonometric moment problems in one variable harmonic analysis (42A70) Canonical models for contractions and nonselfadjoint linear operators (47A45) Linear operator methods in interpolation, moment and extension problems (47A57) Applications of operator theory in probability theory and statistics (47N30) Stationary stochastic processes (60G10) Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Affinity of the Arov entropy
• The Arov-Grossman model and the Burg multivariate entropy
• Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case
• Toeplitz, Hankel, de Branges and two truncated matrix moment problems

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