A duality principle for stationary random sequences
Colloquium Mathematicum, Tome 86 (2000) no. 2, pp. 153-162
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.
@article{10_4064_cm_86_2_153_162,
author = {K. Urbanik},
title = {A duality principle for stationary random sequences},
journal = {Colloquium Mathematicum},
pages = {153--162},
year = {2000},
volume = {86},
number = {2},
doi = {10.4064/cm-86-2-153-162},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/cm-86-2-153-162/}
}
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
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