On spectral and random measures associated to discrete and continuous-time processes

DOI10.1016/S0167-7152(02)00142-6zbMath1019.60004MaRDI QIDQ1871266

Alain Boudou, Yves Romain

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

spectral measurestationary processtensor productrandom measureproduct of measuresFubini type theoremconvolution measure

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Probability theory on linear topological spaces (60B11)

Related Items (13)

Gap between orthogonal projectors -- application to stationary processes ⋮ SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION ⋮ Operational and Banach space-valued random measures. Application to stationary series ⋮ Relation between unit operators proximity and their associated spectral measures ⋮ Structure of the random measure associated with an isotropic stationary process ⋮ Interpolation de processus stationnaire. (Stationary process interpolation) ⋮ Recent advances in functional data analysis and high-dimensional statistics ⋮ Commuter of operators in a Hilbert space ⋮ Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral ⋮ Group of unitary operators deducted from a spectral measure -- an application. ⋮ Principal components analysis and cyclostationarity ⋮ Centered and non-centered principal component analyses in the frequency domain ⋮ On the integral with respect to the tensor product of two random measures

Cites Work

• Tensor products and statistics
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• Linear processes in function spaces. Theory and applications
• Perturbation of functional tensors with applications to covariance operators.
• Tensor product of a finite number of spectral measures is always a spectral measure
• Processus hilbertien associé à la convolée de deux mesures aléatoires
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