Continuous time periodically correlated processes: Spectrum and prediction (Q1316602)

The paper deals with bounded continuous time periodically correlated \(H\)- valued stochastic processes with values in a complex separable Hilbert space. A characterization of the spectrum and the random spectrum of such processes is given. The decomposition of the process into a sum of a sequence of jointly stationary processes (similar to the decomposition in the case of a strongly harmonizable periodically correlated process) is described. An associated infinite-dimensional stationary process that shares regularity properties of the given bounded periodically correlated process enables to obtain e.g. a Wold decomposition and some regularity conditions of this process.