Structure and moving average representation for multidimensional strongly harmonizable processes

DOI10.1080/07362999108809244MaRDI QIDQ3985886zbMATH OpenOpenAlexFDO

Authors Marc H. Mehlman

Publication date 27 June 1992

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999108809244

zbMATH Keywords

Moving average representationsstationary processesstrongly harmonizable processes

Mathematics Subject Classification ID

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

Recommendations

• Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
• Special representations of weakly harmonizable processes
• A characterization and moving average representation for stable harmonizable processes
• Representation of strongly harmonizable periodically correlated processes and their covariances

Cites work

• A note on harmonizable and V-bounded processes
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• scientific article; zbMATH DE number 52072 (Why is no real title available?)
• On the theory of stationary random processes
• Special representations of weakly harmonizable processes
• Strongly harmonizable approximations of bounded continuous random fields
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure

Cited in

(10)

• Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
• On completeness of the spectral domain of harmonizable processes
• A characterization and moving average representation for stable harmonizable processes
• Conditions for the completeness of the spectral domain of a harmonizable process
• Proper moving average representations and outer functions in two variables
• Moving Average Representations for Multivariate Stationary Processes
• Eine Bemerkung zu Gleitenden-Mittel-Darstellungenq-dimensionaler stationärer Prozesse
• Special representations of weakly harmonizable processes
• Strongly harmonizable ARMA SS models
• Spectral characteristics of harmonizable VARMA processes

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