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

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ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL
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
Rank-deficient spectral factorization and wavelets completion problem
Noncommutative potential theory
On the notion of minimality of a $q$-variate stationary sequence
The mixing rate of a stationary multivariate process
Moving Average Representations for Multivariate Stationary Processes
On the vector autoregressive sieve bootstrap
Rational approximation in linear systems and control
Polynomials with no zeros on a face of the bidisk
Isometric flows on Hilbert space
Spectral domains of vector harmonizable processes
Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
Positive semidefinite univariate matrix polynomials
Distributions on matrix moment spaces
On factoring positive operators
On Landis' conjecture in the plane when the potential has an exponentially decaying negative part
Prediction theory and Fourier series in several variables
Prediction theory and Fourier series in several variables. II
Factorization of operator valued analytic functions
Bauer's spectral factorization method for low order multiwavelet filter design
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Silverman algorithm and the structure of discrete-time stochastic systems
On the integral with respect to the tensor product of two random measures
On Determination of the Optimal Factor of a Nonnegative Matrix-Valued Function
On the Alternating Projections Theorem and Bivariate Stationary Stochastic Processes
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On the existence of L¹(R) solutions to wiener-Hopf type equations
The information operator and the asymptotic behavior of the Toeplitz determinant
Hölder classes of vector-valued functions and convergence of the best predictor
Random Measures and Applications
Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences.
Characterization of Multidimensional Stable Random Measures by Means of Vector Measures
Completion problems for $j_{pq}$-inner functions. I
Theory of lower bounds for risk functions in estimation
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Recursive condition for positivity of the angle for multivariate stationary sequences
Interpolation of q-variate homogeneous random fields
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Estimation and detection theory for multiple stochastic processes
Applications of Hellinger's integrals in detection theory
A prediction problem in $L^2 (w)$
On multivariable matrix spectral factorization method
Translation invariant spaces
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Prediction of stable processes: Spectral and moving average representations
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Operator-valued Schatten spaces and quantum entropies
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The aftermath of Cramér's work on stochastic processes
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Abstract Stationary Processes
On vanishing-curvature extensions of Lorentzian metrics
From Least Squares to Signal Processing and Particle Filtering
The factorization problem for nonnegative operator valued functions
Quasi-isometric vector bundles and bounded factorization of holomorphic matrices
A convergence theorem for spectral factorization
The restricted subordination problem for stationary sequences
An inverse entropy optimization problem for matrix-valued carathéodory functions
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A disturbance observer-based robust controller design for systems with right half plane zeros and poles
Shift invariant spaces and prediction theory
Interpolation and Factorization of Operators
Quantitative results on continuity of the spectral factorization mapping
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 Good Fortune of Maintaining a Long-Lasting Close Friendship and Scientific Collaboration with V. E. Katsnelson
The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
On the prediction of vector-valued random fields and the spectral distribution of their evanescent component
A characterisation of cross-impact kernels
A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
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Asymptotic distribution of eigenvalues of block Toeplitz matrices
On block completion problems for $j_{qq}-J_ q$-inner functions. I: The case of a given block column
Remarks on a boundary value problem for a matrix valued $\overline{\partial}$ equation
Quasi-isometric measures and their applications
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Recent progress in computability for prediction and Wiener filter theory
Inversion of a truncated Toeplitz operator and limit theorems of Szegő
On the generalization of the Janashia-Lagvilava method for arbitrary fields
A note on backward prediction for multivariate ARMA processes
On approximate spectral factorization of matrix functions
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Forward moving average representation in multivariate MA(1) processes
A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes

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