Spectral domains of vector harmonizable processes

DOI10.1016/S0378-3758(01)00125-2zbMath0990.60040WikidataQ127174123 ScholiaQ127174123MaRDI QIDQ5957816

Yûichirô Kakihara

Publication date: 11 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov isomorphism theoremmodular spectral domainsmodular time domainsoperator bimeasure integrationweakly operator harmonizable processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Vector-valued set functions, measures and integrals (28B05)

Related Items

Prediction theory for stationary functional time series

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Strongly and weakly harmonizable stochastic processes of H-valued random variables
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• Relative self-adjoint operators in Hilbert space
• The spectral domain of multivariate harmonizable processes
• A classification of vector harmonizable processes
• Bimeasures and sampling theorems for weakly harmonizable processes
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