Currently displaying 1 – 2 of 2

Showing per page

Order by Relevance | Title | Year of publication

Weakly stationary processes with non–positive autocorrelations

Šárka DošláJiří Anděl — 2010

Kybernetika

We deal with real weakly stationary processes { X t , t } with non-positive autocorrelations { r k } , i. e. it is assumed that r k 0 for all k = 1 , 2 , . We show that such processes have some special interesting properties. In particular, it is shown that each such a process can be represented as a linear process. Sufficient conditions under which the resulting process satisfies r k 0 for all k = 1 , 2 , are provided as well.

Page 1

Download Results (CSV)