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Factorization of the covariance generating function of a pure moving average process. SIAM J. Numer. Anal. 6 (1969), 1-7.
MR 0253561 |
Zbl 0176.46401
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Algorithm for triangular decomposition of block Hankel and Toeplity matrices with application to factoring positive matrix polynomial. Mathematics of computation 27 (1973), 147-154.
MR 0329235
[3] G. T. Wilson:
The factorization of matricial spectral densities. SIAM J. Appl. Math. 23, (1972), 420-426.
MR 0331843
[4] W. G. Tuel, Jr.:
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Zbl 0155.48704