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zbMath0744.15019MaRDI QIDQ3990032

Kristian Seip

Publication date: 28 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

prediction spectral estimation stationary stochastic processes infinite matrix entropy rate trigonometric moment problem maximum entropy extension Carathéodory's extension problem positive definite Toeplitz matrix

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Moment problems and interpolation problems in the complex plane (30E05) Prediction theory (aspects of stochastic processes) (60G25) Trigonometric moment problems in one variable harmonic analysis (42A70)

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