Semigroup stationary processes and spectral representation

DOI10.3150/BJ/1066418881zbMath1043.60026OpenAlexW2039985582MaRDI QIDQ1431521

Rachid Senoussi, Valérie Girardin

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1066418881

zbMATH Keywords

spectral representationpositive definite functionsnonstationary processesstationary processessemigroups with involution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (9)

Spectral density estimation from random sampling for multiplicative stationary processes ⋮ Fast rate of convergence in high-dimensional linear discriminant analysis ⋮ Locally stationary stochastic processes and Weyl symbols of positive operators ⋮ Nonstationary Data Analysis by Time Deformation ⋮ Computing spectral measures and spectral types ⋮ Locally stationary harmonizable complex improper stochastic processes ⋮ G-filtering nonstationary time series ⋮ Computing Spectral Measures of Self-Adjoint Operators ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes

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