ON SOME EXTREMAL PROBLEMS IN H(P) AND THE PREDICTION OF L(P)-HARMONIZABLE STOCHASTIC-PROCESSES

Authors
RAJPUT BS SUNDBERG C
Citation
Bs. Rajput et C. Sundberg, ON SOME EXTREMAL PROBLEMS IN H(P) AND THE PREDICTION OF L(P)-HARMONIZABLE STOCHASTIC-PROCESSES, Probability theory and related fields, 99(2), 1994, pp. 197-210
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
99
Issue
2
Year of publication
1994
Pages
197 - 210
Database
ISI
SICI code
0178-8051(1994)99:2<197:OSEPIH>2.0.ZU;2-A
Abstract
We provide simple and succinct solutions to two dual extremal problems in the Hardy spaces H(p), and to an aspect of the linear prediction p roblem for a certain class of discrete and continuous parameter ''L(p) -harmonizable'' stochastic processes, for all 1 less-than-or-equal-to p < infinity. Two of the results presented appear new. The methods of proof of the rest of the results provide alternate simpler and shorter proofs for some earlier known theorems.