WEAKLY STATIONARY PROCESSES WITH NON POSITIVE AUTOCORRELATIONS

被引：0

作者：

Dosla, Sarka ^{[1
]}

Andel, Jiri ^{[1
]}

机构：

[1] Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Prague 18675 8, Czech Republic

来源：

KYBERNETIKA | 2010年 / 46卷 / 01期

关键词：

non-positive autocorrelations; linear process;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

We deal with real weakly stationary processes {X(t), t is an element of Z} with non-positive autocorrelations {r(k)}, i.e. it is assumed that r(k) <= 0 for all k = 1,2,.... We show that such processes have some special interesting properties. In particular, it is shown that each such a process can be represented as a linear process. Sufficient conditions under which the resulting process satisfies r(k) <= 0 for all k = 1, 2,... are provided as well.

引用

页码：114 / 124

页数：11