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Some remarks on duality of stationary sequences

L. KlotzM. Riedel — 2002

Colloquium Mathematicae

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.

On reduction of two-parameter prediction problems

J. FriedrichL. KlotzM. Riedel — 1995

Studia Mathematica

We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group G 2 (whose dual is a Polish space) with known values of the processes on a separable subset S 2 G 2 to results for weakly stationary processes on G 1 × G 2 with observed values on G 1 × S 2 . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.

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