The Helson-Sarason-Szeg theorem and the Abel summability of the series for the predictor
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It is shown that the best linear least squares predictor of a stationary stochastic process has a mean Abel summable series representation in the time domain if its density satisfies the condition of the Helson-Sarason- Szego theorem. This provides an answer to an open question of Wiener and Masani (1958) in prediction theory. 1984 American Mathematical Society.
Proceedings of the American Mathematical Society
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