RATIONAL SPECTRAL DENSITIES AND STRONG MIXING

被引：1

作者：

CHENG, R

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1992年 / 42卷 / 02期

基金：

美国国家科学基金会;

关键词：

PREDICTION THEORY; RATIONAL SPECTRAL DENSITY; STATIONARY RANDOM FIELD; STRONG MIXING;

D O I：

10.1016/0047-259X(92)90047-J

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：

This article is concerned with stationary random fields with rational spectral densities. The dichotomy between the one-parameter and multiparameter cases is explored, particularly in terms of a strong mixing condition. The rich variety of behavior exhibited by the multiparameter case is demonstrated. © 1992.

引用

页码：267 / 283

页数：17

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