Representation of strongly harmonizable periodically correlated processes and their covariances

DOI10.1016/0047-259X(89)90076-6zbMath0689.60039MaRDI QIDQ581923

Harry L. Hurd

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

representation; spectral measure; covariance and cross covariance functions; strongly harmonizable periodically correlated processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60G12: General second-order stochastic processes

60G05: Foundations of stochastic processes

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Cites Work

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