Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum (Q2277227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum |
scientific article |
Statements
Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum (English)
0 references
1990
0 references
Markovian representation
0 references
Hankel operators with rational symbol
0 references
Nehari problem
0 references
inner functions
0 references
q-variate wide-sense stationary process
0 references
0 references
0 references
0 references
