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Kurztitel: Prediction theory of stationary sequences. 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 −1 is integrable. Generalizing results of T. Nakazi and of A. G. Miamee [N] and M. Pourahmadi [MiP] for q = 1 we establish a correspondencebetween trigonometric(More)
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