On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory (Q1355118)
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scientific article; zbMATH DE number 1011108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory |
scientific article; zbMATH DE number 1011108 |
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On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory (English)
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1997
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Summary: This paper is a continuation of the authors' former studies on generalized Nehari problems [see \textit{B. Fritzsche} and \textit{B. Kirstein}, Math. Nachr. 138, 217--237 (1988; Zbl 0662.15016); Z. Anal. Anwend. 9, No.~1, 73--84 (1990; Zbl 0697.15014); ibid. 13, No.~1, 97--109 (1994; Zbl 0787.30023)]. We indicate the stochastic background of the generalized Nehari problem for the Carathéodory class. Moreover, we discuss some intimately related questions of prediction theory for stationarily cross-correlated stationary sequences.
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matrix-valued Carathéodory functions
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generalized Nehari problem
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