Restrictions of Normal Operators, Padé Approximation and Autoregressive Time Series

DOI10.1137/0515059zbMath0617.47017OpenAlexW2085674071MaRDI QIDQ4726912

George Cybenko

Publication date: 1984

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0515059

zbMATH Keywords

orthogonal polynomialsPadé approximationtime series analysisKrylov subspaceslinear predictive signal processingrestrictions of normal operators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Linear symmetric and selfadjoint operators (unbounded) (47B25)

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