Symmetry properties of higher spectral densities of stationary random processes
type: Item
instance of: scholarly article
title: Symmetry properties of higher spectral densities of stationary random processes
zbMATH Open document ID: 0641.60042
DOI: 10.1007/BF01159871
author: V. G. Alekseev
published in: Mathematical Notes
publication date: 1987-01-01T00:00:00Z
review text: The author deals with spectral densities \(f_{\nu}\) of the orders \(\nu =2,...,6\) of real-valued zero mean stationary time series. The base sets in \(R^{\nu -1}\) are described such that \(f_{\nu}(\lambda_ 1,...,\lambda_{\nu -1})\), \(\nu =2,...,6\), are completely defined by the values on these sets. It is proved that for \(\nu =3,...6\) there are \(2\nu\) ! of base sets with (\(\nu\)-1)-dimensional volumes \((2\pi)^{\nu - 1}/2\nu !\).
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 4044859
zbMATH Keywords: spectral densities
zbMATH Keywords: stationary time series
MaRDI profile type: Publication
cites work: Curve Estimates
cites work: Q3668686
cites work: Asymptotic Normality of Bispectral Estimates
description: scientific article; zbMATH DE number 4044859