scientific article; zbMATH DE number 749852

MaRDI QIDQ4764035zbMATHFDO

Authors I. Gohberg, Henry Landau

Publication date 5 September 1995

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)

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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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