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

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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)

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A remark on the equivalence of Gaussian processes.

Van Zanten, Harry (2008)

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Spectral type of some transformations of certain stochastic processes.

Mitrović, S. (1986)

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B. Lučić (1986)

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

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Pazanin, R. (1981)

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

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Journal of Applied Mathematics and Stochastic Analysis

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