A Unified Approach to Some Prediction Problems

DOI10.2307/2160898zbMath0816.47028OpenAlexW4230971993MaRDI QIDQ4318424

Stephen D. Abbott

Publication date: 2 January 1995

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2160898

zbMATH Keywords

Hardy spaceToeplitz operatorprediction theorynonnegative operator in Hilbert spacebounded weight functions on the circleinfimum problems of Szegö and Kolmogorov

Mathematics Subject Classification ID

Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Linear operators on function spaces (general) (47B38) Prediction theory (aspects of stochastic processes) (60G25) Applications of operator theory in probability theory and statistics (47N30)

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