Geodesic
A duality principle for stationary random sequences
Colloquium Mathematicum, Tome 86 (2000) no. 2, pp. 153-162.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The paper is devoted to the study of stationary random sequences. A concept of dual sequences is discussed. The main aim of the paper is to establish a relationship between the errors of linear least squares predictions for sequences and their duals.
DOI : 10.4064/cm-86-2-153-162

K. Urbanik 1

1 
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K. Urbanik. A duality principle for stationary random sequences. Colloquium Mathematicum, Tome 86 (2000) no. 2, pp. 153-162. doi : 10.4064/cm-86-2-153-162. http://geodesic.mathdoc.fr/articles/10.4064/cm-86-2-153-162/

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