Stationary processes on the dyadic tree: prediction and covariance extension

DOI10.1016/J.CRMA.2005.12.018MaRDI QIDQ817895zbMATH OpenOpenAlexFDO

Authors Daniel Alpay, Dan Volok

Publication date 20 March 2006

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.12.018

zbMATH Keywords

Schur complementisotropicnodesYule-Walker equationsband extensioninfinite homogeneous tree

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Linear operators on special spaces (weighted shifts, operators on sequence spaces, etc.) (47B37) Optimal stochastic control (93E20) Operator-theoretic methods (93B28) Operator colligations (= nodes), vessels, linear systems, characteristic functions, realizations, etc. (47A48)

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Cites work

• scientific article; zbMATH DE number 3443951 (Why is no real title available?)
• Classes of linear operators. Vol. II
• Extensions of band matrices with band inverses
• Interpolation et espace de Hardy sur l'arbre homogène dyadique : le cas stationnaire. (Interpolation and the Hardy space on the homogeneous dyadic tree: the stationary case)
• Multiscale system theory
• Point evaluation and Hardy space on a homogeneous tree
• Point evaluation and Hardy space: the multiscale case
• Stationary processes indexed by a homogeneous tree

Cited in

(3)

• scientific article; zbMATH DE number 778017 (Why is no real title available?)
• Hyper-positive definite functions I: scalar case, branching-type stationary stochastic processes
• scientific article; zbMATH DE number 734830 (Why is no real title available?)

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