A Duality Method in Prediction Theory of Multivariate Stationary Sequences by Michael Frank and Lutz Klotz of Leipzig
نویسندگان
چکیده
Abstract. Let W be an integrable positive Hermitian q × q-matrix valued function on the dual group of a discrete abelian group G such that W is integrable. Generalizing results of T. Nakazi and ofA. G. Miamee [N] andM. Pourahmadi [MiP] for q = 1 we establish a correspondencebetween trigonometric approximation problems in L(W ) and certain approximation problems in L(W). The result is applied to prediction problems for q-variate stationary processes over G, in particular, to the case G = Z.
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Roman Kontchakov, Carsten Lutz, Frank Wolter, and Michael Zakharyaschev Department of Computer Science, King’s College, Strand, London WC2R 2LS, U.K. LuFG Theoretical Computer Science RWTH Aachen, Ahornstr. 55, 52074 Aachen, Germany. Institut für Informatik, Universität Leipzig Augustus-Platz 10-11, 04109 Leipzig, Germany. (e-mails: {romanvk,mz}@dcs.kcl.ac.uk, [email protected], wolter@inf...
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