On the regularity of spectral densities of continuous-time completely linearly regular processes

DOI10.1016/S0304-4149(98)00090-8zbMath0961.60050OpenAlexW1570055195MaRDI QIDQ1593596

Alejandro Murua

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00090-8

zbMATH Keywords

strong mixingspectral densitycontinuous-time processweakly stationary processcomplete linear regularity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cites Work

• A counterexample in \(H^{\infty}+BUC\)
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Almost sure invariance principles for weakly dependent vector-valued random variables
• Absolutely regular trajectories in Hilbert space
• Past and Future
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