scientific article; zbMATH DE number 1847031

DOI<link itemprop=identifier href="https://doi.org/10.1002/1522-2616(200210)244:1<64::AID-MANA64>3.0.CO;2-P" /><64::AID-MANA64>3.0.CO;2-P 10.1002/1522-2616(200210)244:1<64::AID-MANA64>3.0.CO;2-PzbMath1006.60033arXivmath/0106056OpenAlexW1640841901MaRDI QIDQ4785041

Michael Frank, Lutz Klotz

Publication date: 17 December 2002

Full work available at URL: https://arxiv.org/abs/math/0106056

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

zbMATH Keywords

trigonometric approximationprediction problemmultivariate stationary sequencenonnegative Hermitian matrix-valued weight function

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Trigonometric approximation (42A10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences. ⋮ Duals of random vectors and processes with applications to prediction problems with missing values ⋮ A prediction problem in $L^2 (w)$ ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

This page was built for publication: