Representation of strongly harmonizable periodically correlated processes and their covariances

DOI10.1016/0047-259X(89)90076-6zbMath0689.60039OpenAlexW1999105231MaRDI QIDQ581923

Harry L. Hurd

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90076-6

zbMATH Keywords

representationspectral measurecovariance and cross covariance functionsstrongly harmonizable periodically correlated processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Foundations of stochastic processes (60G05)

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