{"title":"Multivariate prediction and matrix Szego theory","authors":"N. Bingham","doi":"10.1214/12-PS200","DOIUrl":null,"url":null,"abstract":"Following the recent survey by the same author of Szego's theorem and \northogonal polynomials on the unit circle (OPUC) in the scalar case, we \nsurvey the corresponding multivariate prediction theory and matrix OPUC \n(MOPUC).","PeriodicalId":46216,"journal":{"name":"Probability Surveys","volume":"9 1","pages":"325-339"},"PeriodicalIF":1.3000,"publicationDate":"2012-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"24","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Surveys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/12-PS200","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 24
Abstract
Following the recent survey by the same author of Szego's theorem and
orthogonal polynomials on the unit circle (OPUC) in the scalar case, we
survey the corresponding multivariate prediction theory and matrix OPUC
(MOPUC).
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