On the Spectral Density of Stationary Processes and Random Fields
- Авторлар: Lifshits M.A.1,2, Peligrad M.3
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Мекемелер:
- St. Petersburg State University
- MAI, Linköping University
- University of Cincinnati
- Шығарылым: Том 219, № 5 (2016)
- Беттер: 789-797
- Бөлім: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238697
- DOI: https://doi.org/10.1007/s10958-016-3147-9
- ID: 238697
Дәйексөз келтіру
Аннотация
In this note, we show that a stationary sequence obtained by applying a fixed deterministic function to shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.
Авторлар туралы
M. Lifshits
St. Petersburg State University; MAI, Linköping University
Хат алмасуға жауапты Автор.
Email: mikhail@lifshits.org
Ресей, St. Petersburg; Linköping
M. Peligrad
University of Cincinnati
Email: mikhail@lifshits.org
АҚШ, Cincinnati
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