Spectral Properties of Multivariate Stationary Processes and Boundary Properties of Analytic Matrices
- 1 January 1960
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 5 (4) , 362-376
- https://doi.org/10.1137/1105037
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On Bivariate Stationary Processes and the Factorization of Matrix-Valued FunctionsTheory of Probability and Its Applications, 1959
- Prediction theory and Fourier Series in several variablesActa Mathematica, 1958
- The prediction theory of multivariate stochastic processes, II: The linear predictorActa Mathematica, 1958
- The prediction theory of multivariate stochastic processes: I. The regularity conditionActa Mathematica, 1957
- On the factorization of matricesCommentarii Mathematici Helvetici, 1955