A duality principle for stationary random sequences
Colloquium Mathematicum (2000)
- Volume: 86, Issue: 2, page 153-162
- ISSN: 0010-1354
Access Full Article
topAbstract
topHow to cite
topReferences
top- [1] J. L. Doob, Stochastic Processes, Wiley, New York, 1953.
- [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.