On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory
type: Item
instance of: scholarly article
title: On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory
zbMATH Open document ID: 1092.47502
DOI: 10.4171/ZAA/757
published in: Zeitschrift für Analysis und ihre Anwendungen
publication date: 1997-01-01T00:00:00Z
review text: Summary: This paper is a continuation of the authors' former studies on generalized Nehari problems [see \textit{B. Fritzsche} and \textit{B. Kirstein}, Math. Nachr. 138, 217--237 (1988; Zbl 0662.15016); Z. Anal. Anwend. 9, No.~1, 73--84 (1990; Zbl 0697.15014); ibid. 13, No.~1, 97--109 (1994; Zbl 0787.30023)]. We indicate the stochastic background of the generalized Nehari problem for the Carathéodory class. Moreover, we discuss some intimately related questions of prediction theory for stationarily cross-correlated stationary sequences.
Mathematics Subject Classification ID: 47A57
Mathematics Subject Classification ID: 30E05
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 1011108
zbMATH Keywords: matrix-valued Carathéodory functions
zbMATH Keywords: generalized Nehari problem
author: B. Fritzsche
author: B. Kirstein
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1011108