scientific article; zbMATH DE number 749852

zbMATH Open0819.15005MaRDI QIDQ4764035FDOQ4764035

Authors: I. Gohberg, Henry Landau 

Publication date: 5 September 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

predictionmatrix inversionToeplitz matricesGohberg-Semencul formulatrigonometric moment problemstationary stochastic processesdiscrete analogue of convolution

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Theory of matrix inversion and generalized inverses (15A09) Trigonometric moment problems in one variable harmonic analysis (42A70)

Cited In (2)

• On the trigonometric moment problem in two dimensions
• Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm

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