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ArticleOriginal scientific text

Title

A duality principle for stationary random sequences

Authors 1

Affiliations

  1. Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Abstract

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.

Bibliography

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  3. A. N. Kolmogorov, Interpolation und Extrapolation von stationären zufälligen Folgen, Bull. Acad. Sci. U.R.S.S. Sér. Math. 5 (1941), 3-14.
  4. I. I. Privalov, Limit Properties of Analytic Functions, G.I.T.-T.L., Moscow, 1950 (in Russian).
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  6. N. Wiener, z Extrapolation, Interpolation and Smoothing of Stationary Time Series. With Engineering Applications, The Technology Press of MIT, Cambridge, MA, 1949.
Colloquium Mathematicum
2000/86/2
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Pages:
153-162
Main language of publication
English
Received
1999-05-24
Published
2000
Exact and natural sciences