Structure and moving average representation for multidimensional strongly harmonizable processes

DOI10.1080/07362999108809244zbMath0741.60030OpenAlexW2017800270MaRDI QIDQ3985886

Marc H. Mehlman

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1080/07362999108809244

zbMATH Keywords

stationary processesstrongly harmonizable processesMoving average representations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Related Items (3)

Conditions for the completeness of the spectral domain of a harmonizable process ⋮ Prediction and fundamental moving averages for discrete multidimensional harmonizable processes ⋮ On completeness of the spectral domain of harmonizable processes

Cites Work

• Unnamed Item
• Strongly harmonizable approximations of bounded continuous random fields
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• A note on harmonizable and V-bounded processes
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• On the theory of stationary random processes
• Special representations of weakly harmonizable processes

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