On the integral with respect to the tensor product of two random measures

DOI10.1016/j.jmva.2009.03.002zbMath1179.28010OpenAlexW2076019018MaRDI QIDQ1049543

Yves Romain, Alain Boudou

Publication date: 12 January 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.03.002

zbMATH Keywords

spectral measurespectral densitytensor productlocally compact Abelian grouprandom measurestochastic integralconvolution of measuresFubini-type formulastationary random function

Mathematics Subject Classification ID

Multivariate analysis (62H99) Random measures (60G57) Measures and integrals in product spaces (28A35)

Related Items (2)

Structure of the random measure associated with an isotropic stationary process ⋮ Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• On the product of two harmonizable time series
• Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• Linear processes in function spaces. Theory and applications
• On spectral and random measures associated to discrete and continuous-time processes
• Time Series

This page was built for publication: On the integral with respect to the tensor product of two random measures