Fourier analysis of periodic weakly stationary processes: a note on Slutsky's observation

DOI10.1007/978-981-10-0476-6_7MaRDI QIDQ4604745zbMATH OpenOpenAlexFDO

Authors Toru Maruyama

Publication date 5 March 2018

Published in Advances in Mathematical Economics Volume 20 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-10-0476-6_7

zbMATH Keywords

spectral measureperiodicityalmost periodicityweakly stationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Classical almost periodic functions, mean periodic functions (42A75) Positive definite functions in one variable harmonic analysis (42A82)

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