[1] Gohberg I., Krein M.:
An Introduction to the Theory of Linear Nonselfadjoint Operators in Hilbert Space. Nauka, Moscow 1965. In Russian
MR 0220070
[3] Grenander V., Szegő G.:
Toeplitz Forms and their Application. Innostrannaja literatura, Moscow 1961. In Russian
MR 0130488
[4] Hájek J.:
On linear statistical problems. Czechoslovak Math. J. 12 (87) (1962), 3, 404–444
MR 0152090 |
Zbl 0114.34504
[5] Kac M.:
Toeplitz matrices, translation kernels and related problems in probability theory. Duke Math. J. 21 (1954), 501–509
MR 0062867
[6] Kadota T.:
Simultaneous diagonalization of two covariance kernels and application to second order stochastic process. SIAM J. Appl. Math. 15 (1967), 1470–1480
DOI 10.1137/0115127 |
MR 0241881
[7] Kullback S., Keegel J. C., Kullback J. H.:
Topics in Statistical Information Theory (Lecture Notes in Statistics 42). Springer–Verlag, Berlin 1987
MR 0904477
[8] Michálek J.:
Asymptotic Rényi’s rate of Gaussian processes. Problem Control Inform. Theory 18 (1990), 8, 209–227
Zbl 0705.62079
[9] Michálek J., Rüschendorf L.: Karhunen class processes forming a basis. In: Trans. 12th Prague Conference on Inform. Theory, Statist. Decis. Functions, Random Process., Prague 1992, Academy of Sciences of the Czech Republic, pp. 158–160
[10] Pinsker M. S.:
Information and Information Stability of Random Variables and Processes. Izv. AN SSSR, Moscow 1960. In Russian
MR 0191718
[11] Pisarenko B.:
On the problem of detection of random signal in noise. Radiotekhn. i Elektron. 6 (1961), 4, 514–528 In Russian
MR 0141540
[13] Rozanov J.: Infinite–Dimensional Gaussian Probability Distributions. Nauka, Moscow 1968. In Russian
[14] Vajda I.:
Theory of Statistical Inference and Information. Kluwer, Dordrecht 1989
Zbl 0711.62002