The Factorization of Matricial Spectral Densities
- 1 December 1972
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 23 (4) , 420-426
- https://doi.org/10.1137/0123044
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Factorization of the Covariance Generating Function of a Pure Moving Average ProcessSIAM Journal on Numerical Analysis, 1969
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961
- The prediction theory of multivariate stochastic processes, III: Unbounded spectral densitiesActa Mathematica, 1960
- Effective Solutions of Linear Approximation Problems for Multivariate Stationary Processes with a Rational SpectrumTheory of Probability and Its Applications, 1960