Zeitschrift für Analysis und ihre Anwendungen
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Published online: 1997-03-31
On Some Interrelations between the Generalized Nehari Problem for the Carathéodory Class and Prediction TheoryB. Fritzsche and B. Kirstein (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