Pages that link to "Item:Q1069253"
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The following pages link to A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253):
Displaying 12 items.
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance (Q1094748) (← links)
- Autoregressive representations of multivariate stationary stochastic processes (Q1099877) (← links)
- On the convergence of finite linear predictors of stationary processes (Q1122914) (← links)
- Abel summability of the autoregressive series for the best linear least squares predictors (Q1392970) (← links)
- A criterion for a continuous spectral density (Q1400146) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- A Helson-Szegő theorem for subdiagonal subalgebras with applications to Toeplitz operators (Q2436746) (← links)
- Spectral characterization of the Wold–Zasuhin decomposition and prediction-error operator (Q3986416) (← links)
- ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES (Q4204971) (← links)
- Predictive information and distance between past and future of a time series (Q5367301) (← links)
