Stationary processes on the dyadic tree: prediction and covariance extension

DOI10.1016/J.CRMA.2005.12.018zbMath1103.60037OpenAlexW1991518462MaRDI QIDQ817895

Daniel Alpay, Dan Volok

Publication date: 20 March 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.018

zbMATH Keywords

Schur complementnodesisotropicYule-Walker equationsband extensioninfinite homogeneous tree

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Optimal stochastic control (93E20) Operator-theoretic methods (93B28) Linear operators on special spaces (weighted shifts, operators on sequence spaces, etc.) (47B37) Applications of functional analysis in probability theory and statistics (46N30) Operator colligations (= nodes), vessels, linear systems, characteristic functions, realizations, etc. (47A48)

Cites Work

• Unnamed Item
• Point evaluation and Hardy space on a homogeneous tree
• Extensions of band matrices with band inverses
• Classes of linear operators. Vol. II
• Stationary processes indexed by a homogeneous tree
• Interpolation et espace de Hardy sur l'arbre homogène dyadique : le cas stationnaire. (Interpolation and the Hardy space on the homogeneous dyadic tree: the stationary case)
• Point evaluation and Hardy space: the multiscale case
• Multiscale system theory

This page was built for publication: Stationary processes on the dyadic tree: prediction and covariance extension