A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
- 1 April 1985
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 16 (2) , 265-275
- https://doi.org/10.1016/0047-259x(85)90039-9
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Banach algebra methods in prediction theorymanuscripta mathematica, 1977
- Weighted norm inequalities for the conjugate function and Hilbert transformTransactions of the American Mathematical Society, 1973
- Properties of the Wold Decomposition of Stationary Stochastic ProcessesTheory of Probability and Its Applications, 1963
- A problem in prediction theoryAnnali di Matematica Pura ed Applicata (1923 -), 1960
- The prediction theory of multivariate stochastic processes, III: Unbounded spectral densitiesActa Mathematica, 1960
- Correlation theory of processes with random stationary 𝑛th incrementsAmerican Mathematical Society Translations: Series 2, 1958
- The prediction theory of multivariate stochastic processes, II: The linear predictorActa Mathematica, 1958
- On an explicit formula in linear least squares predictionMATHEMATICA SCANDINAVICA, 1957
- The prediction theory of multivariate stochastic processes: I. The regularity conditionActa Mathematica, 1957