VECTOR HARMONIZABLE PROCESSES - WOLD AND CRAMER DECOMPOSITIONS

被引：1

作者：

KAKIHARA, Y ^{[1
]}

机构：

[1] TOKYO DENKI UNIV,DEPT INFORMAT SCI,HATOYAMA,SAITAMA 35003,JAPAN

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1995年 / 13卷 / 05期

关键词：

D O I：

10.1080/07362999508809415

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a weakly operator harmonizable process a relation between the Wold decompositions of the original process and of its operator stationary dilation process is obtained. The Cramer decomposition is defined for weakly operator harmonizable processes and is considered in connection with their operator stationary dilation processes. Some equivalence conditions for the Wold-Cramer concordance are also stated.

引用

页码：531 / 541

页数：11

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