The following pages link to (Q5847000):
Displaying 11 items.
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor (Q769326) (← links)
- The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities (Q773144) (← links)
- Robust prediction and interpolation for vector stationary processes (Q1075686) (← links)
- Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences. (Q1418946) (← links)
- A matrix generalization of a theorem of Szegö (Q2367059) (← links)
- Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes (Q2531656) (← links)
- JH-singularity and JH-regularity of multivariate stationary processes over LCA groups (Q5013240) (← links)
- Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory (Q5520461) (← links)
- (Q5660956) (← links)
- Series cronologicas estacionarias (Q5806263) (← links)
- Matricial Nehari problems, \(J\)-inner matrix functions and the Muckenhoupt condition (Q5933452) (← links)
