On the product of two harmonizable time series

DOI10.1016/0304-4149(91)90099-XzbMath0728.60032MaRDI QIDQ805054

Dominique Dehay

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

law of large numbersasymptotically stationary seriescross spectral bimeasure of two harmonizable time seriesharmonizable time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)

Related Items

A random measure algebra under convolution ⋮ On the integral with respect to the tensor product of two random measures ⋮ Random measure algebras

Cites Work

• Product vector measures via Bartle integrals
• Strong law of large numbers for weakly harmonizable processes
• Harmonizable processes: Structure theory
• A generalization of a theorem of Duchon on products of vector measures
• A note on the time series which is the product of two stationary time series
• A general bilinear vector integral
• Spectral Analysis of Abstract Functions
• Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
• Characterization of Fourier-Stieltjes transforms of vector and operator valued measures
• Products and convolutions of vector valued set functions
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