On the Hellinger square integral with respect to an operator valued measure and stationary processes

DOI10.1016/0047-259X(84)90052-6MaRDI QIDQ791996zbMATH OpenFDO

Authors Andrzej Makagon

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0047-259X(84)90052-6

zbMATH Keywords

dilation of a semispectral measureHellinger square integrallinear predictionsemispectral measure

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Groups and semigroups of linear operators (47D03) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Review text

This is an interesting paper dealing with construction and properties of the Hellinger square integrals of measures with respect to a semispectral measure from a Banach space into its conjugate linear dual. Characterization of the Hellinger square integrable measures in terms of functions belonging to an appropriate Hilbert space is given. Application to interpolation and minimality of stationary stochastic processes is discussed.

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Cites work

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Cited in

(4)

• Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions
• Applications of autoreproducing kernel moduli to the study on interpolability and minimality of a class of stationary Hilbertian varieties
• scientific article; zbMATH DE number 1189417 (Why is no real title available?)
• On the notion of minimality of a \(q\)-variate stationary sequence

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