An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points

DOI10.1007/BF01176479zbMath0501.49005OpenAlexW2012918114MaRDI QIDQ1172268

Palle E. T. Jorgensen

Publication date: 1983

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/173326

zbMATH Keywords

quadratic formreproducing kernelFriedrichs extensionspectral estimator

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Existence of solutions for minimax problems (49J35) Linear symmetric and selfadjoint operators (unbounded) (47B25) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Existence theories in calculus of variations and optimal control (49J99) Numerical methods in optimal control (49M99)

Related Items (2)

Sampling Expansions in Reproducing Kernel Hilbert and Banach Spaces ⋮ Oversampling generates super-wavelets

Cites Work

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• Kernel functions and eigenfunction expansions
• Continuous Function Spaces Isometric to Hilbert Space
• Continuity properties of stationary points of quadratic functionals in hilbert space
• Elliptic Partial Differential Equations of Second Order
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
• Theory of Reproducing Kernels

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