Structure of positive block-matrices and nonstationary prediction

DOI10.1016/0022-1236(87)90119-4zbMath0623.60055OpenAlexW1998972139MaRDI QIDQ1091671

Grigore Arsene, Tiberiu Constantinescu

Publication date: 1987

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(87)90119-4

zbMATH Keywords

Schur complementsSchur analysisnonstationary predictionpositive block-matrices

Mathematics Subject Classification ID

Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

A correlation-theoretical interpretation of schur analysis ⋮ Schur analysis of some completion problems ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The structure of the Naimark dilation and Gaussian stationary processes
• Some generalizations of Szegö's first limit theorem
• Asymptotic behavior of block Toeplitz matrices and determinants. II
• Lattice filter parameterization and modeling of nonstationary processes
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