Stationary processes on the dyadic tree: Prediction and covariance extension

Daniel Alpay; Dan Volok

doi:10.1016/j.crma.2005.12.018

Stationary processes on the dyadic tree: Prediction and covariance extension

Daniel Alpay, Dan Volok

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We define for multiscale dyadic stationary processes the nation of one step positive extension of the covariance matrix, which is the counterpart of the central extension in the single scale case.

Original language	English
Pages (from-to)	237-241
Number of pages	5
Journal	Comptes Rendus Mathematique
Volume	342
Issue number	4
DOIs	https://doi.org/10.1016/j.crma.2005.12.018
State	Published - 15 Feb 2006

ASJC Scopus subject areas

General Mathematics

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10.1016/j.crma.2005.12.018

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abstract = "We define for multiscale dyadic stationary processes the nation of one step positive extension of the covariance matrix, which is the counterpart of the central extension in the single scale case.",

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Stationary processes on the dyadic tree: Prediction and covariance extension

Abstract

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