A duality principle for stationary random sequences

• Autorzy: Kazimierz Urbanik
• Języki publikacji: EN

Abstrakty

EN

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.

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 2000
• Tom: 86
• Numer: 2
• Strony: 153-162

Daty

wydano

2000

otrzymano

1999-05-24

Twórcy

autor

Kazimierz Urbanik

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

Bibliografia

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• [2] A. N. Kolmogorov, Sur l'interpolation et extrapolation des suites stationnaires, C. R. Acad. Sci. Paris 208 (1939), 2043-2045.
• [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).
• [5] Yu. A. Rozanov, Stationary Random Processes, G.I.F.-M.L., Moscow, 1963 (in Russian).
• [6] N. Wiener, z Extrapolation, Interpolation and Smoothing of Stationary Time Series. With Engineering Applications, The Technology Press of MIT, Cambridge, MA, 1949.