On infinite dimensional discrete time periodically correlated processes

被引：7
|
作者：
Soltani, A. R.
Shishebor, Z.
机构：
[1] Kuwait Univ, Fac Sci, Dept Stat & Operat Res, Safat 13060, Kuwait
[2] Shiraz Univ, Coll Sci, Dept Stat, Shiraz 71454, Iran
来源：
ROCKY MOUNTAIN JOURNAL OF MATHEMATICS | 2007年 / 37卷 / 03期
关键词：
spectral representation; infinite dimensional processes; periodically correlated processes;
D O I：
10.1216/rmjm/1182536176
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Periodically correlated processes with values in Hilbert spaces are introduced and studied. The harmonizability of such a process is discussed. The covariance operator is characterized. Time-dependent spectra on Hilbert spaces are introduced and a time-dependent spectral density for a periodically correlated process is given.
引用
收藏
页码：1043 / 1058
页数：16
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