Structure of positive block-matrices and nonstationary prediction
type: Item
instance of: scholarly article
title: Structure of positive block-matrices and nonstationary prediction
zbMATH Open document ID: 0623.60055
DOI: 10.1016/0022-1236(87)90119-4
published in: Journal of Functional Analysis
publication date: 1987-01-01T00:00:00Z
review text: In this paper, a study of nonstationary prediction using some angles between parts of the past and future of nonstationary processes is given. After a preliminary part, where the needed operatorial facts are studied in the third section a formula for angle operators using Schur complements is given in the fourth section. The last part contains applications of the results to the study of stationary processes, which are generalized to the nonstationary case. Also, an interpretation of a \textit{M. G. Krejn} and \textit{I. M. Spitkovskij} result [Anal. Math. 9, No.1, 23-41 (1983; Zbl 0582.15008)] is given.
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 47A20
zbMATH DE Number: 4011565
zbMATH Keywords: Schur analysis
zbMATH Keywords: positive block-matrices
zbMATH Keywords: nonstationary prediction
zbMATH Keywords: Schur complements
author: Grigore Arsene
author: T. Constantinescu
MaRDI profile type: Publication
full work available at URL: 0022-1236(87)90119-4
OpenAlex ID: W1998972139
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description: scientific article; zbMATH DE number 4011565