A positive-definite matrix which is not extendible

DOI10.1109/TASSP.1984.1164408zbMath0579.15010OpenAlexW2099244038MaRDI QIDQ3701567

Stephen W. Lang

Publication date: 1984

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1984.1164408

zbMATH Keywords

correlationtime-seriespositive-definite matrixnonextendible correlation matrix

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Canonical forms, reductions, classification (15A21)

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Spectral approximation ⋮ Trigonometric moment problems for arbitrary finite subsets of $\mathbb Z^n$

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