Some remarks on duality of stationary sequences
Volume 92 / 2002
Colloquium Mathematicum 92 (2002), 225-228
MSC: Primary 60G10; Secondary 60G25.
DOI: 10.4064/cm92-2-6
Abstract
The paper clarifies the connection between Urbanik's and Miamee and Pourahmadi's concepts of duality for univariate weakly stationary random sequences. Some of Urbanik's results are proved in an alternative way and at the same time generalized to the multivariate case.
