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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.
L. Klotz, and M. Riedel. "Some remarks on duality of stationary sequences." Colloquium Mathematicae 92.2 (2002): 225-228. <http://eudml.org/doc/284801>.
@article{L2002, 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.}, author = {L. Klotz, M. Riedel}, journal = {Colloquium Mathematicae}, keywords = {weakly stationary; random sequence; duality; spectral density}, language = {eng}, number = {2}, pages = {225-228}, title = {Some remarks on duality of stationary sequences}, url = {http://eudml.org/doc/284801}, volume = {92}, year = {2002}, }
TY - JOUR AU - L. Klotz AU - M. Riedel TI - Some remarks on duality of stationary sequences JO - Colloquium Mathematicae PY - 2002 VL - 92 IS - 2 SP - 225 EP - 228 AB - 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. LA - eng KW - weakly stationary; random sequence; duality; spectral density UR - http://eudml.org/doc/284801 ER -