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.
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页码：55 / 64
页数：10
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