A REMARK ON THE SPECTRAL-DOMAIN OF NONSTATIONARY PROCESSES

被引：2

作者：

MICHALEK, J ^{[1
]}

RUSCHENDORF, L ^{[1
]}

机构：

[1] UNIV MUNSTER,INST STAT MATH,W-4400 MUNSTER,GERMANY

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 53卷 / 01期

关键词：

SPECTRAL DOMAIN; WEAK HARMONIZABILITY; BIMEASURE; STOCHASTIC INTEGRAL; KARHUNEN CLASS; CRAMER CLASS;

D O I：

10.1016/0304-4149(94)90057-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The question of completeness of the spectral domain generated by a bimeasure is discussed. The bimeasure is derived from a spectral representation of a given process of weak class (C). In particular by an example it is shown that the spectral domain of a weak class (C) process is not necessarily complete. A sufficient condition for completeness is established.

引用

页码：55 / 64

页数：10

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