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A duality principle for stationary random sequences
2000
Colloquium Mathematicum
Preserved Fulltext
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
fatcat:7oivznfr7bfarjh3qeg42cc7g4