On the Fourier series of a stationary stochastic process

DOI10.1007/BF00531805zbMath0152.16403MaRDI QIDQ5531492

Tatsuo Kawata

Publication date: 1966

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (6)

The Walsh series of a dyadic stationary process ⋮ On the Fourier series of a stationary process. II ⋮ On a Necessary Condition for the Sample Path Continuity of Weakly Stationary Processes ⋮ Sample Properties of Weakly Stationary Processes ⋮ Fourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky’s Observation ⋮ A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence

Cites Work

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• On the Fourier Series Expansion of Random Functions
• Lectures on Fourier Integrals. (AM-42)
• On the Fourier Expansion of Stationary Random Processes
• Mathematical Analysis of Random Noise

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