Generalized Stationary Random Fields with Linear Regressions - an Operator Approach
نویسنده
چکیده
Existence, L-stationarity and linearity of conditional expectations E [ Xk ∣. . . , Xk−2, Xk−1 ] of square integrable random sequences X = (Xk)k∈Z satisfying E [ Xk ∣. . . , Xk−2, Xk−1, Xk+1, Xk+2, . . . ] = ∞ ∑ j=1 bj ( Xk−j + Xk+j ) for a real sequence (bn)n∈N, is examined. The analysis is reliant upon the use of Laurent and Toeplitz operator techniques.
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