Disaggregation of long memory processes on  class.

Dacunha-Castelle, Didier; Fermín, Lisandro

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On spectral bandwidth of a stationary random process

Vladimír Klega (1983)

Aplikace matematiky

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The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.

Spectral Multiplicity of Certain Gaussian Processes

Slobodanka S. Mitrović (2005)

Matematički Vesnik

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A remark on the equivalence of Gaussian processes.

Van Zanten, Harry (2008)

Electronic Communications in Probability [electronic only]

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Generalized stationary processes of Markovian character

K. Urbanik (1962)

Studia Mathematica

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Spectral type of some transformations of certain stochastic processes.

Mitrović, S. (1986)

Publications de l'Institut Mathématique. Nouvelle Série

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Spectral type of a polynomial of stationary Gaussian process

B. Lučić (1986)

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A note concerning spectral multiplicity one.

Gill, J., Salehi, H. (1988)

Publications de l'Institut Mathématique. Nouvelle Série

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Invariance of spectral type of a stochastic process with respect to transformation of time.

Pazanin, R. (1981)

Publications de l'Institut Mathématique. Nouvelle Série

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On spectral type of nonanticipative transformation of Wiener process

Z. Ivković (1974)

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On covariance generating functions and spectral densities of periodically correlated autoregressive processes.

Shishebor, Z., Nematollahi, A.R., Soltani, A.R. (2006)

Journal of Applied Mathematics and Stochastic Analysis

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A note on the characterization ofsome minification processes

Wiesław Dziubdziela (1997)

Applicationes Mathematicae

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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al

Displaying similar documents to “Disaggregation of long memory processes on 𝒞 ∞ class.”

Displaying similar documents to “Disaggregation of long memory processes on $𝒞^{\infty}$ class.”