JournalszaaVol. 16, No. 1pp. 165–189

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

  • B. Fritzsche

    Universität Leipzig, Germany
  • B. Kirstein

    Universität Leipzig, Germany
On Some Interrelations between the Generalized Nehari Problem for the Carathéodory Class and Prediction Theory cover
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Abstract

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.

Cite this article

B. Fritzsche, B. Kirstein, On Some Interrelations between the Generalized Nehari Problem for the Carathéodory Class and Prediction Theory. Z. Anal. Anwend. 16 (1997), no. 1, pp. 165–189

DOI 10.4171/ZAA/757