Dept. Math, Hokkaido Univ. EPrints Server

A Prediction Problem in L^2(w)

Preprint Series # 757
Pourahmadi, Mohsen and Inoue, Akihiko and Kasahara, Yukio A Prediction Problem in L^2(w). (2005);

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Item Type:Preprint
Additional Information:20
Uncontrolled Keywords:Duality and orthogonalization, extremal problems, stationary processes
Subjects:60-xx PROBABILITY THEORY AND STOCHASTIC PROCESSES
ID Code:1243