A convergence theorem for spectral factorization
- 1 June 1978
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 8 (2) , 222-232
- https://doi.org/10.1016/0047-259x(78)90073-8
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- The Factorization of Matricial Spectral DensitiesSIAM Journal on Applied Mathematics, 1972
- Computer Algorithm for Spectral Factorization of Rational MatricesIBM Journal of Research and Development, 1968
- An algebraic solution to the spectral factorization problemIEEE Transactions on Automatic Control, 1967
- Spectral Factorization of Multiple Time SeriesBiometrika, 1966
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrixBiometrika, 1963
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961
- 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