On infinite dimensional discrete time periodically correlated processes

DOI10.1216/rmjm/1182536176zbMath1140.60019MaRDI QIDQ2478007

Ahmad Reza Soltani, Zohreh Shishebor

Publication date: 14 March 2008

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1182536176

zbMATH Keywords

spectral representation; periodically correlated processes; infinite dimensional processes

Mathematics Subject Classification ID

60G12: General second-order stochastic processes

60G07: General theory of stochastic processes

Related Items

Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes, Inference on periodograms of infinite dimensional discrete time periodically correlated processes

Cites Work

• Representation of strongly harmonizable periodically correlated processes and their covariances
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
• Analytic reproducing kernels and multiplication operators
• A spectral representation for weakly periodic sequences of bounded linear transformations
• A uniqueness theorem for weak solutions of symmetric quasilinear hyperbolic systems
• On singularity and Lebesgue type decomposition for operator-valued measueres
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