Induced stationary process and structure of locally square integrable periodically correlated processes

DOI10.4064/SM-136-1-71-86zbMath0947.60032OpenAlexW1035889575MaRDI QIDQ4700285

Andrzej Makagon

Publication date: 1 November 2000

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/216661

zbMATH Keywords

stationary processperiodically correlated processimprimitivity theorem

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Representations of groups, semigroups, etc. (aspects of abstract harmonic analysis) (43A65) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Extrapolation of periodically correlated stochastic processes observed with noise ⋮ Periodically correlated multivariate second order random distribution fields and stationary cross correlatedness ⋮ Stochastic mappings and random distribution fields: a correlation approach ⋮ Characterization of the spectra of periodically correlated processes ⋮ Spectrum of periodically correlated fields

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