Prediction for two processes and the Nehari problem

DOI10.1007/BF02647946zbMATH Open0870.42002OpenAlexW4232323975WikidataQ126253236 ScholiaQ126253236MaRDI QIDQ675073FDOQ675073

Authors I. Gohberg, Henry Landau 

Publication date 8 September 1997

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/59501

zbMATH Keywords

prediction theorytrigonometric moment problemstationary stochastic processesNehari moment problem

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Measures of information, entropy (94A17) Theory of matrix inversion and generalized inverses (15A09) Trigonometric moment problems in one variable harmonic analysis (42A70)

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Cites work

• scientific article; zbMATH DE number 3477793 (Why is no real title available?)
• scientific article; zbMATH DE number 3191538 (Why is no real title available?)
• A maximum entropy principle for contractive interpolants
• Maximum entropy and the moment problem
• On bounded bilinear forms
• Orthogonal systems related to infinite Hankel matrices
• The Multiplication Theorem for Fredholm Operators

Cited in

(1)

• On the trigonometric moment problem in two dimensions

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