Characterization of the spectra of periodically correlated processes

DOI10.1006/jmva.2000.1948zbMath1003.60037OpenAlexW1987509785MaRDI QIDQ5943591

Andrzej Makagon

Publication date: 7 April 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1948

zbMATH Keywords

correlation functiontempered distributionperiodically correlated processpositive definite distributionspectrum of a distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Classical almost periodic functions, mean periodic functions (42A75)

Related Items

Extrapolation of periodically correlated stochastic processes observed with noise ⋮ Periodically correlated multivariate second order random distribution fields and stationary cross correlatedness ⋮ Spectrum of periodically correlated fields

Cites Work

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• Representation of strongly harmonizable periodically correlated processes and their covariances
• Continuous time periodically correlated processes: Spectrum and prediction
• Periodically Correlated Processes with Discontinuous Correlation Functions
• Induced stationary process and structure of locally square integrable periodically correlated processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter