Symmetry properties of higher spectral densities of stationary random processes (Q1100803)
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scientific article; zbMATH DE number 4044859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetry properties of higher spectral densities of stationary random processes |
scientific article; zbMATH DE number 4044859 |
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Symmetry properties of higher spectral densities of stationary random processes (English)
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1987
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The author deals with spectral densities \(f_{\nu}\) of the orders \(\nu =2,...,6\) of real-valued zero mean stationary time series. The base sets in \(R^{\nu -1}\) are described such that \(f_{\nu}(\lambda_ 1,...,\lambda_{\nu -1})\), \(\nu =2,...,6\), are completely defined by the values on these sets. It is proved that for \(\nu =3,...6\) there are \(2\nu\) ! of base sets with (\(\nu\)-1)-dimensional volumes \((2\pi)^{\nu - 1}/2\nu !\).
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spectral densities
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stationary time series
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