A duality principle for stationary random sequences
Volume 86 / 2000
Colloquium Mathematicum 86 (2000), 153-162
DOI: 10.4064/cm-86-2-153-162
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.
