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Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences. - MaRDI portal

Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences. (Q1418946)

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scientific article; zbMATH DE number 2026869
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English
Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences.
scientific article; zbMATH DE number 2026869

    Statements

    Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences. (English)
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    14 January 2004
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    matrix-valued polynomial
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    non-negative Hermitian matrix-valued Borel measure
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    extremal problem
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    multivariate weakly stationary random sequence
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    prediction theory
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