Spectral domains of vector harmonizable processes

DOI10.1016/S0378-3758(01)00125-2MaRDI QIDQ5957816zbMATH OpenWikidataFDO

Authors Yûichirô Kakihara

Publication date 11 August 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(01)00125-2

zbMATH Keywords

Kolmogorov isomorphism theoremmodular spectral domainsmodular time domainsoperator bimeasure integrationweakly operator harmonizable processes

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) General second-order stochastic processes (60G12)

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Cites work

• A classification of vector harmonizable processes
• Bimeasures and sampling theorems for weakly harmonizable processes
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• Relative self-adjoint operators in Hilbert space
• Strongly and weakly harmonizable stochastic processes of H-valued random variables
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The spectral domain of multivariate harmonizable processes
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure

Cited in

(11)

• Applications of autoreproducing kernel Grammian moduli to \({\mathcal S}(U,H)\)-valued stationary random functions
• Stochastic processes and spectral analysis for Hilbert C^*-module-valued maps
• Prediction theory for stationary functional time series
• A note on harmonizable and V-bounded processes
• The Kolmogorov isomorphism theorem and extensions to some nonstationary processes
• WALSH HARMONIZABLE PROCESSES IN LINEAR SYSTEM THEORY
• The spectral domain of multivariate harmonizable processes
• A classification of vector harmonizable processes
• scientific article; zbMATH DE number 167564 (Why is no real title available?)
• Generalized Spectral Coherences for Complex-Valued Harmonizable Processes
• scientific article; zbMATH DE number 2217724 (Why is no real title available?)

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