On Covariance Of Spectral Estimates Of Stationary Random Sequence
Pavle Mladenović (1991)
Publications de l'Institut Mathématique
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Displaying similar documents to “On Weak Convergence Of Spectral Density Estimate”
On Covariance Of Spectral Estimates Of Stationary Random Sequence
Weak spectral equivalence and weak spectral convergence
Gabriela Dinescu (1984)
Czechoslovak Mathematical Journal
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On probability measure generated by spectral density estimate.
Mladenović, Pavle (1995)
Matematichki Vesnik
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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.
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.
Leonenko, N.N., Anh, V.V. (2001)
Journal of Applied Mathematics and Stochastic Analysis
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Weak spectral synthesis in Fourier algebras of coset spaces
Eberhard Kaniuth (2010)
Studia Mathematica
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Let G be a locally compact group, K a compact subgroup of G and A(G/K) the Fourier algebra of the coset space G/K. Applying results from [E. Kaniuth, Weak spectral synthesis in commutative Banach algebras, J. Funct. Anal. 254 (2008), 987-1002], we establish injection and localization theorems relating weak spectral sets and weak Ditkin sets for A(G/K) to such sets for A(H/H ∩ K), where H is a closed subgroup of G. We also prove some results towards the analogue of Malliavin's theorem...