## Probability Surveys

### Multivariate prediction and matrix Szegö theory

N.H. Bingham

#### Abstract

Following the recent survey by the same author of Szegö’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).

#### Article information

Source
Probab. Surveys, Volume 9 (2012), 325-339.

Dates
First available in Project Euclid: 23 July 2012

https://projecteuclid.org/euclid.ps/1343047755

Digital Object Identifier
doi:10.1214/12-PS200

Mathematical Reviews number (MathSciNet)
MR2956574

Zentralblatt MATH identifier
1285.60038

Subjects
Primary: 60G10: Stationary processes

#### Citation

Bingham, N.H. Multivariate prediction and matrix Szegö theory. Probab. Surveys 9 (2012), 325--339. doi:10.1214/12-PS200. https://projecteuclid.org/euclid.ps/1343047755

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