## Yukio Kasahara : The 11th COE Lecture Series

### Prediction problems for stationary processes

This talk is concerned with prediction problems for
stationary processes or problems of weighted trigonometrical approximation.
We will discuss the following subjects:

- Duality in prediction problems
- Continuous analogue of orthogonal polynomials on the unit circle
- Finite prediction for completely nondeterministic stationary processes