On the Hellinger square integral with respect to an operator valued measure and stationary processes

DOI10.1016/0047-259X(84)90052-6zbMath0536.60052MaRDI QIDQ791996

Andrzej Makagon

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

linear predictiondilation of a semispectral measureHellinger square integralsemispectral measure

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Vector-valued set functions, measures and integrals (28B05) Groups and semigroups of linear operators (47D03) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

On the notion of minimality of a \(q\)-variate stationary sequence ⋮ Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions

Cites Work

• Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
• On the square root of a positive \(B(\mathfrak X\mathfrak X^*)\)-valued function
• The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure
• On the Hellinger integrals and interpolation of q-variate stationary stochastic processes
• Necessary and Sufficient Conditions for Factorability of Nonnegative Operator-Valued Functions on a Banach Space
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