The restricted subordination problem for stationary sequences

DOI10.1080/02331938608843146zbMath0589.60033OpenAlexW1998346418MaRDI QIDQ3717919

Bernd Kirstein, Bernd Fritzsche

Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938608843146

zbMATH Keywords

problemmultivariate stationary processesmatrix of spectral densitiesrestricted subordination

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

A Schur Type Matrix Extension Problem. IV.

Cites Work

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