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19th International Conference on Operator Theory
June 27 - July 2, 2002
Institute of Mathematics of the Romanian Academy and the Faculty of Mathematics of the West University of Timisoara
Timisoara, Romania

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An operatorial view on periodic correlated processes
by
Ilie Valusescu
Institute of Mathematics "Simion Stoilow", Bucharest , Romania

For a nonstationary process having periodic correlations, a shift operator and other prediction elemants are associated.

Using the periodicity in correlations, a stationary process can be attached and,consequently, a prediction for a nonstationary periodic correlated process can be made in a stationary way.

Date received: June 14, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caiz-73.