Commutator of two projections in prediction theory
1986 ◽
Vol 34
(1)
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pp. 65-71
Keyword(s):
Let w be a nonnegative weight function in L1 = L1 (dθ/2π). Let Q and P denote the orthogonal projections to the closed linear spans in L2(wdθ/2π) of {einθ: n ≤ 0} and {einθ: n > 0}, respectively. The commutator of Q and P is studied. This has applications for prediction problems when such a weight arises as the spectral density of a discrete weakly stationary Gaussian stochastic process.
2012 ◽
Vol 138
(5)
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pp. 391-404
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Keyword(s):
2003 ◽
Vol 192
(2)
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pp. 546-569
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Keyword(s):
2021 ◽
Keyword(s):
1991 ◽
Vol 43
(6)
◽
pp. 1121-1135
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Keyword(s):
1989 ◽
Vol 46
(1)
◽
pp. 69-87
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2018 ◽
Vol 56
◽
pp. 15-31
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2019 ◽
Vol 27
(2)
◽
pp. 89-105
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