On Determination of the Optimal Factor of a Nonnegative Matrix-Valued Function

DOI10.2307/2038148zbMath0216.22603OpenAlexW4231997173MaRDI QIDQ5619580

Habib Salehi

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/2038148

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• Unnamed Item
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
• A Factorization Algorithm for q × q Matrix Valued Functions on the Real Line R