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When is a truncated covariance function on the line a covariance function on the circle? - MaRDI portal

When is a truncated covariance function on the line a covariance function on the circle? (Q1897078)

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scientific article; zbMATH DE number 796376
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English
When is a truncated covariance function on the line a covariance function on the circle?
scientific article; zbMATH DE number 796376

    Statements

    When is a truncated covariance function on the line a covariance function on the circle? (English)
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    18 December 1995
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    Fourier coefficients
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    missing data argument
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    positive definite
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    spectral density
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    stationary Gaussian process
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