A criterion for a continuous spectral density

被引：3

作者：

Bradley, RC ^{[1
]}

机构：

[1] Indiana Univ, Dept Math, Bloomington, IN 47405 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2003年 / 86卷 / 01期

关键词：

weakly stationary random field; continuous spectral density;

D O I：

10.1016/S0047-259X(02)00044-1

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：

For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dimension, a necessary and sufficient condition is given for the existence of a continuous spectral density. The condition involves the covariances of pairs of sums of the random variables, with the two index sets being "separated" from each other (but possibly "interlaced") by a certain distance along a coordinate direction. (C) 2003 Elsevier Science (USA). All rights reserved.

引用

页码：108 / 125

页数：18

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