An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points
type: Item
instance of: scholarly article
title: An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points
zbMATH Open document ID: 0501.49005
DOI: 10.1007/BF01176479
published in: Mathematische Zeitschrift
publication date: 1983-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/173326
Mathematics Subject Classification ID: 49J99
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 49K30
Mathematics Subject Classification ID: 49J35
Mathematics Subject Classification ID: 49M99
Mathematics Subject Classification ID: 49R50
Mathematics Subject Classification ID: 47B25
zbMATH DE Number: 3789365
zbMATH Keywords: spectral estimator
zbMATH Keywords: reproducing kernel
zbMATH Keywords: quadratic form
zbMATH Keywords: Friedrichs extension
author: Palle Jorgensen
MaRDI profile type: Publication
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OpenAlex ID: W2012918114
description: scientific article; zbMATH DE number 3789365