Fourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky’s Observation

DOI10.1007/978-981-10-0476-6_7zbMath1381.42012OpenAlexW2489543247MaRDI QIDQ4604745

Toru Maruyama

Publication date: 5 March 2018

Published in: Advances in Mathematical Economics Volume 20 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-0476-6_7

zbMATH Keywords

periodicityspectral measurealmost periodicityweakly stationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Classical almost periodic functions, mean periodic functions (42A75) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Positive definite functions in one variable harmonic analysis (42A82)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fourier analysis and stochastic processes
• The spectral characterization of a class of almost periodic functions
• Lipschitz classes of periodic stochastic processes and Fourier series
• Monotone Funktionen, Stieltjessche Integrale und harmonische Analyse
• On convergence and growth of partial sums of Fourier series
• On the theory of stationary random processes
• On Positive-Definite Functions
• On the Fourier series of a stationary stochastic process
• On the Fourier series of a stationary process. II

This page was built for publication: Fourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky’s Observation