Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences.

DOI10.1016/j.jat.2003.09.010zbMath1044.42002OpenAlexW1977902153MaRDI QIDQ1418946

Andreas Lasarow, Lutz Klotz

Publication date: 14 January 2004

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jat.2003.09.010

zbMATH Keywords

extremal problemprediction theorymatrix-valued polynomialmultivariate weakly stationary random sequencenon-negative Hermitian matrix-valued Borel measure

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Multidimensional problems (41A63) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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