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

DOI10.1016/0047-259X(89)90068-7MaRDI QIDQ583715zbMATH OpenFDO

Authors M. Domínguez

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0047-259X(89)90068-7

zbMATH Keywords

maximal correlation coefficientmultivariate weakly stationary stochastic processesrate of convergence

Mathematics Subject Classification ID

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

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Cited in

(6)

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• Completely regular multivariate stationary processes and the Muckenhoupt condition
• A Helson-Szegő theorem for subdiagonal subalgebras with applications to Toeplitz operators
• scientific article; zbMATH DE number 4210838 (Why is no real title available?)
• scientific article; zbMATH DE number 3944958 (Why is no real title available?)
• scientific article; zbMATH DE number 4188886 (Why is no real title available?)

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