Recursive condition for positivity of the angle for multivariate stationary sequences

DOI10.1090/S0002-9939-98-04245-2zbMath0927.60052OpenAlexW1873171124MaRDI QIDQ4387053

Andrzej Makagon, Bernd S. W. Schröder, Abol G. Miamee

Publication date: 6 May 1998

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

Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04245-2

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Multivariate prediction and matrix Szegő theory

Cites Work

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• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• On the angle between past and future for multivariate stationary stochastic processes
• A condition for a stationary vector sequence to be a basis
• Systems of Toeplitz Operators on H 2 . II
• Characterizations of bounded mean oscillation
• Weighted Norm Inequalities for the Conjugate Function and Hilbert Transform

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