A duality principle for stationary random sequences

K. Urbanik
2000 Colloquium Mathematicum  
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