On the product of two harmonizable time series

DOI10.1016/0304-4149(91)90099-XzbMATH Open0728.60032MaRDI QIDQ805054FDOQ805054

Authors: D. Dehay 

Publication date: 1991

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

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zbMATH Keywords

law of large numbersasymptotically stationary seriescross spectral bimeasure of two harmonizable time seriesharmonizable time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

• A general bilinear vector integral
• Harmonizable processes: Structure theory
• Product vector measures via Bartle integrals
• Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong law of large numbers for weakly harmonizable processes
• A generalization of a theorem of Duchon on products of vector measures
• Characterization of Fourier-Stieltjes transforms of vector and operator valued measures
• Title not available (Why is that?)
• Products and convolutions of vector valued set functions
• A note on the time series which is the product of two stationary time series
• Spectral Analysis of Abstract Functions
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• On the integral with respect to the tensor product of two random measures
• A random measure algebra under convolution
• Random measure algebras

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