On the spectral density of stationary processes and random fields
2015 (English)In: Zapiski Nauchnykh Seminarov POMI, ISSN 0132-6678, Vol. 441, 274-285 p.Article in journal (Other academic) Published
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.
stationary processes, stationary random fields, spectral density
IdentifiersURN: urn:nbn:se:liu:diva-124317OAI: oai:DiVA.org:liu-124317DiVA: diva2:897760