Innovation and factorization of the density of a regular PC sequence
Słowa kluczowe:
Periodically correlated sequence, prediction, innovation process, factorization of analytic vector functionsAbstrakt
In this paper we study an innovation representation of a periodically correlated PC sequence and describe the factorization of the densities of a regular PC sequence generated by its innovation. As a byproduct we obtain a certain factorization of vector analytic functions which may be of interest in the theory of Hardy spaces.
