A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes
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Publication:583715
DOI10.1016/0047-259X(89)90068-7zbMath0692.60036MaRDI QIDQ583715
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
rate of convergencemaximal correlation coefficientmultivariate weakly stationary stochastic processes
Inference from stochastic processes and spectral analysis (62M15) Conjugate functions, conjugate series, singular integrals (42A50) Prediction theory (aspects of stochastic processes) (60G25)
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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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