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The maximum entropy extension of positive definite Toeplitz matrices - MaRDI portal

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The maximum entropy extension of positive definite Toeplitz matrices (Q3990032)

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scientific article; zbMATH DE number 37573
Language Label Description Also known as
English
The maximum entropy extension of positive definite Toeplitz matrices
scientific article; zbMATH DE number 37573

    Statements

    author
    Kristian Seip
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    publication date
    28 June 1992
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    zbMATH Keywords
    positive definite Toeplitz matrix
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    infinite matrix
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    trigonometric moment problem
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    Carathéodory's extension problem
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    prediction
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    spectral estimation
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    stationary stochastic processes
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    maximum entropy extension
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    entropy rate
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    Identifiers

    Mathematics Subject Classification ID
    15B48
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    15B57
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    30E05
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    42A70
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    60G25
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    60G10
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    zbMATH DE Number
    37573
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