AN EXAMPLE OF A HARMONIZABLE PROCESS WHOSE SPECTRAL DOMAIN IS NOT COMPLETE

被引：0

作者：

MIAMEE, AG

SALEHI, H

机构：

[1] HAMPTON UNIV,DEPT MATH,HAMPTON,VA

[2] MICHIGAN STATE UNIV,DEPT STAT & PROBABIL,E LANSING,MI 48824

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1991年 / 18卷 / 03期

关键词：

HARMONIZABLE PROCESSES; BIMEASURES; SPECTRAL DOMAIN; COMPLETENESS;

D O I：

暂无

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 of harmonizable processes has been open for some years. We give an example of a harmonizable process whose spectral domain is not complete. This example confirms a conjecture made by H. Cramer in the early 1950s.

引用

页码：249 / 254

页数：6

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