An extension of a theorem of G. Szegö and its application to the study of stochastic processes
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- by Ulf Grenander and Murray Rosenblatt PDF
- Trans. Amer. Math. Soc. 76 (1954), 112-126 Request permission
References
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A. Cauchy, Oeuvres complètes, 2d series, vol. 12, Paris, 1916.
- Harald Cramér, On harmonic analysis in certain functional spaces, Ark. Mat. Astr. Fys. 28B (1942), no. 12, 7. MR 0006609
- Ulf Grenander, On Toeplitz forms and stationary processes, Ark. Mat. 1 (1952), 555–571. MR 49509, DOI 10.1007/BF02591362 —, On the estimation of regression coefficients in the case of an uncorrelated disturbance, unpublished.
- Einar Hille, Functional Analysis and Semi-Groups, American Mathematical Society Colloquium Publications, Vol. 31, American Mathematical Society, New York, 1948. MR 0025077 G. Szegö, Beiträge zur Theorie der Toeplitzschen Formen, Math. Zeit. vol. 6 (1919) pp. 167-202; vol. 9 (1921) pp. 167-190. N. Wiener, Extrapolation, interpolation and smoothing of stationary time series, New York, 1949.
Additional Information
- © Copyright 1954 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 76 (1954), 112-126
- MSC: Primary 60.0X
- DOI: https://doi.org/10.1090/S0002-9947-1954-0058902-0
- MathSciNet review: 0058902