The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor

Cites Work

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AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
On the theory of stationary random processes
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On the factorization of matrices
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Notes on the Theory and Application of Fourier Transforms. I-II
A New Form for the Statistical Postulate of Quantum Mechanics
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Cited In (only showing first 100 items - show all)

ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
Rigidity for matrix-valued Hardy functions
On the vector autoregressive sieve bootstrap
Isometric flows on Hilbert space
Noncommutative potential theory
On the notion of minimality of a $q$-variate stationary sequence
The mixing rate of a stationary multivariate process
Rational approximation in linear systems and control
Polynomials with no zeros on a face of the bidisk
Positive semidefinite univariate matrix polynomials
Distributions on matrix moment spaces
On factoring positive operators
Factorization of operator valued analytic functions
Prediction theory and Fourier series in several variables
Prediction theory and Fourier series in several variables. II
On the convergence of finite linear predictors of stationary processes
On the integral with respect to the tensor product of two random measures
On the existence of L¹(R) solutions to wiener-Hopf type equations
Hölder classes of vector-valued functions and convergence of the best predictor
Characterization of Multidimensional Stable Random Measures by Means of Vector Measures
Completion problems for $j_{pq}$-inner functions. I
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Estimation and detection theory for multiple stochastic processes
A prediction problem in $L^2 (w)$
On multivariable matrix spectral factorization method
Structure and entropy for positive-definite Toeplitz kernels on free semigroups
Translation invariant spaces
On the predictor of non-full-rank bivariate stochastic processes
Operator-valued Schatten spaces and quantum entropies
Matrix valued paraproducts
Prediction of stable processes: Spectral and moving average representations
Completion problems for $j_{pq}$-inner functions. II
Abstract Stationary Processes
Stochastic mappings and random distribution fields. II: Stationarity
The factorization problem for nonnegative operator valued functions
Szegő asymptotics for matrix-valued measures with countably many bound states
On vanishing-curvature extensions of Lorentzian metrics
An inverse entropy optimization problem for matrix-valued carathéodory functions
Quasi-isometric vector bundles and bounded factorization of holomorphic matrices
A convergence theorem for spectral factorization
On the angle between past and future for multivariate stationary stochastic processes
Interpolation and Factorization of Operators
Shift invariant spaces and prediction theory
Multivariate prediction and matrix Szegő theory
Jost asymptotics for matrix orthogonal polynomials on the real line
Analytic approximation of matrix functions in $L^p$
The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
Asymptotic distribution of eigenvalues of block Toeplitz matrices
A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
Quasi-isometric measures and their applications
On the square root of a positive $B(\mathfrak X\mathfrak X^*)$-valued function
On a class of extremal solutions of the nondegenerate matricial Carathéodory problem
Spectral integrals of operator-valued functions. II: From the study of stationary processes
Inversion of a truncated Toeplitz operator and limit theorems of Szegő
On approximate spectral factorization of matrix functions
A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
Szegő's theorem for matrix orthogonal polynomials
Inequalities in Hilbert Modules of Matrix-Valued Functions
Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator
Shift operators contained in contractions, pseudocontinuable Schur functions and orthogonal systems on the unit circle
Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations
Matrix spectral factorization for SA4 multiwavelet
The structure of the Naimark dilation and Gaussian stationary processes
Mutual subordination of multivariate stationary processes over any locally compact abelian group
Asymptotics of matrix valued orthogonal polynomials on $[-1, 1]$
Contractive intertwining dilations and norm approximation techniques
A simple proof of the matrix-valued Fejér--Riesz theorem
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On the construction of Wold decomposition for multivariate stationary processes
On the structure of purely non-deterministic stochastic processes
An approximate inverse system for nonminimum-phase systems and its application to disturbance observer
Infinite analogues of block Toeplitz matrices and related orthogonal functions
On the use of a linear model for the identification of feedback systems
A note on the time series which is the product of two stationary time series
Evolutionary transfer functions of bilinear processes with time-varying coefficients
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On holomorphic factorization and meromorphic selectors
Rank-deficient spectral factorization and wavelets completion problem
Asymptotic behavior of the prediction error for vector processes of less than full rank
Structure of positive block-matrices and nonstationary prediction
Autoregressive representations of multivariate stationary stochastic processes
Moving Average Representations for Multivariate Stationary Processes
Spectral domains of vector harmonizable processes
Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
Bauer's spectral factorization method for low order multiwavelet filter design
On Determination of the Optimal Factor of a Nonnegative Matrix-Valued Function
On the Alternating Projections Theorem and Bivariate Stationary Stochastic Processes
Silverman algorithm and the structure of discrete-time stochastic systems
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Random Measures and Applications
The information operator and the asymptotic behavior of the Toeplitz determinant
Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences.
Theory of lower bounds for risk functions in estimation
A schur analysis approach to maximum distance problems in hubert space and prediction
Recursive condition for positivity of the angle for multivariate stationary sequences
Interpolation of q-variate homogeneous random fields
Applications of Hellinger's integrals in detection theory
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Invariant subspaces in the theory of operators and theory of functions

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