A schur analysis approach to maximum distance problems in hubert space and prediction

DOI10.1080/02331939008843620zbMath0724.47005OpenAlexW2059911001MaRDI QIDQ3211837

W. Apitzsch, Bernd Fritzsche, Bernd Kirstein

Publication date: 1990

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843620

zbMATH Keywords

prediction theorySchur analysisautoregressive stationary sequencesToeplitz case

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stationary stochastic processes (60G10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)

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Cites Work

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