A class of stationary stochastic processes

Victor D. Didenko, and Natalia A. Rozhenko. "A class of stationary stochastic processes." Studia Mathematica 222.3 (2014): 191-205. <http://eudml.org/doc/285454>.

@article{VictorD2014,
abstract = {Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.},
author = {Victor D. Didenko, Natalia A. Rozhenko},
journal = {Studia Mathematica},
keywords = {stationary stochastic process; spectral density; stochastic realization; meromorphic pseudo-continuation},
language = {eng},
number = {3},
pages = {191-205},
title = {A class of stationary stochastic processes},
url = {http://eudml.org/doc/285454},
volume = {222},
year = {2014},
}

TY - JOUR
AU - Victor D. Didenko
AU - Natalia A. Rozhenko
TI - A class of stationary stochastic processes
JO - Studia Mathematica
PY - 2014
VL - 222
IS - 3
SP - 191
EP - 205
AB - Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
LA - eng
KW - stationary stochastic process; spectral density; stochastic realization; meromorphic pseudo-continuation
UR - http://eudml.org/doc/285454
ER -