The spectral density of a strongly mixing stationary Gaussian process

DOI10.2140/PJM.1981.96.343zbMath0472.60039OpenAlexW2067949524MaRDI QIDQ1157835

Eric Hayashi

Publication date: 1981

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1981.96.343

zbMATH Keywords

spectral densitiesstrongly mixing stationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (3)

Commutator of two projections in prediction theory ⋮ Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures ⋮ A counterexample in \(H^{\infty}+BUC\)

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