Multidimensional nonlinear Schur parametrization of higher order \(p\)-Toeplitz stochastic sequences (Q2702535)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional nonlinear Schur parametrization of higher order \(p\)-Toeplitz stochastic sequences |
scientific article |
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19 August 2001
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non-Gaussian stochastic sequence
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Schur algorithm
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multi-dimensional matrices
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stochastic realization
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Multidimensional nonlinear Schur parametrization of higher order \(p\)-Toeplitz stochastic sequences (English)
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The authors, referring to \textit{B. Golenko} [Generalized orthogonal parametrization of \(\alpha\)-stationary higher-order stochastic sequences. Technical Report. Wroclaw University of Technology, 2000] and \textit{J. Zarzycki} [In: Sel. Pap. 7th Int. Symp. Math. Theory Networks Syst. (A. Lindquist and C. Byrns, eds.), 421-435 (1986; Zbl 0607.93056), Bull. Pol. Acad. Sci., Tech. Sci. 43, No. 3, 339-351 (1995; Zbl 0840.93020)], introduce for the special case of non-Gaussian stochastic sequences a generalization of the classical Schur algorithm.NEWLINENEWLINEFor the entire collection see [Zbl 0952.00062].
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