Two prediction problems and extensions of a theorem of Szegö (Q1891323)
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scientific article; zbMATH DE number 759513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two prediction problems and extensions of a theorem of Szegö |
scientific article; zbMATH DE number 759513 |
Statements
Two prediction problems and extensions of a theorem of Szegö (English)
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31 October 1995
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By using an extension of a theorem of Szegö regarding minimization of norm of polynomials, a unified solution for prediction problems in the case when the infinite past was alternated is given.
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prediction variance
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stationary processes
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Szegö's theorem
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polynomials
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