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Zeitschrift für Analysis und ihre Anwendungen


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Volume 16, Issue 1, 1997, pp. 165–189
DOI: 10.4171/ZAA/757

Published online: 1997-03-31

On Some Interrelations between the Generalized Nehari Problem for the Carathéodory Class and Prediction Theory

B. Fritzsche[1] and B. Kirstein[2]

(1) Universität Leipzig, Germany
(2) Universität Leipzig, Germany

This paper is a continuation of the authors’ former studies on generalized Nehari problems (see [40, 44, 47]). 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.

Keywords: Matrix-valued Carathéodory functions, generalized Nehari problem, prediction theory

Fritzsche B., Kirstein B.: On Some Interrelations between the Generalized Nehari Problem for the Carathéodory Class and Prediction Theory. Z. Anal. Anwend. 16 (1997), 165-189. doi: 10.4171/ZAA/757