A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes

DOI10.1016/0047-259X(89)90068-7zbMath0692.60036MaRDI QIDQ583715

Marisela Domínguez

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

rate of convergencemaximal correlation coefficientmultivariate weakly stationary stochastic processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Conjugate functions, conjugate series, singular integrals (42A50) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

A Helson-Szegő theorem for subdiagonal subalgebras with applications to Toeplitz operators

Cites Work

• A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
• On the angle between past and future for multivariate stationary stochastic processes
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• A problem in prediction theory
• On Weighted Norm Inequalities for the Hilbert Transform of Functions with Moments Zero
• Systems of Toeplitz Operators on H 2 . II
• Past and Future
• Weighted Norm Inequalities for the Conjugate Function and Hilbert Transform
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