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On the spectral density of stationary processes and random fields
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. Department of Mathematics and Mechanics, St. Petersburg State University, Stary Peterhof, 198504, Russia .
Department of Mathematical Sciences, University of Cincinnati, Cincinnati, Oh, USA .
2015 (English)In: Zapiski Nauchnykh Seminarov POMI, ISSN 0132-6678, Vol. 441, 274-285 p.Article in journal (Other academic) Published
Abstract [en]

In this note we show that a stationary sequence obtained by applying a fixed deterministic function to the shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.

Place, publisher, year, edition, pages
St. Petersburg Department of V. A. Steklov Mathematical Institute, Russian Academy of Sciences , 2015. Vol. 441, 274-285 p.
Keyword [en]
stationary processes, stationary random fields, spectral density
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-124317OAI: oai:DiVA.org:liu-124317DiVA: diva2:897760
Available from: 2016-01-26 Created: 2016-01-26 Last updated: 2016-02-08Bibliographically approved

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Lifshits, Mikhail
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