The Wold-Cramér concordance problem for Banach-space-valued stationary processes
Grażyna Hajduk-Chmielewska (1988)
Studia Mathematica
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Grażyna Hajduk-Chmielewska (1988)
Studia Mathematica
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A. Gross, A. Weron (1995)
Studia Mathematica
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In a 1987 paper, Cambanis, Hardin and Weron defined doubly stationary stable processes as those stable processes which have a spectral representation which is itself stationary, and they gave an example of a stationary symmetric stable process which they claimed was not doubly stationary. Here we show that their process actually had a moving average representation, and hence was doubly stationary. We also characterize doubly stationary processes in terms of measure-preserving regular...
Radosław Kala (2010)
Discussiones Mathematicae Probability and Statistics
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A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
B. Truong-Van (1983)
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A. Weron (1974)
Studia Mathematica
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Lutz Klotz (1991)
Studia Mathematica
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Andrzej Makagon (1999)
Studia Mathematica
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A one-to-one correspondence between locally square integrable periodically correlated (PC) processes and a certain class of infinite-dimensional stationary processes is obtained. The correspondence complements and clarifies Gladyshev's known result [3] describing the correlation function of a continuous periodically correlated process. In contrast to Gladyshev's paper, the procedure for explicit reconstruction of one process from the other is provided. A representation of a PC process...
J. Pellaumail, A. Weron (1979)
Annales de l'I.H.P. Probabilités et statistiques
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Aleksander Weron (1980)
Annales de l'I.H.P. Probabilités et statistiques
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