Spectral type of some transformations of certain stochastic processes.
Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
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Displaying similar documents to “Invariance of spectral type of a stochastic process with respect to transformation of time.”
Spectral type of some transformations of certain stochastic processes.
A note concerning spectral multiplicity one.
Gill, J., Salehi, H. (1988)
Publications de l'Institut Mathématique. Nouvelle Série
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Note on the maximal spectral type of a stochastic process.
J. Bulatovic (1978)
Publications de l'Institut Mathématique [Elektronische Ressource]
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One sufficient condition for the unit multiplicity of a stochastic process.
J. Bulatovic (1978)
Publications de l'Institut Mathématique [Elektronische Ressource]
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The determination of the spectral multiplicity of a stochastic process by RKHS method
F. Rizvanolli (1986)
Matematički Vesnik
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On spectral type of nonanticipative transformation of Wiener process
Z. Ivković (1974)
Matematički Vesnik
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Spectral type of a polynomial of stationary Gaussian process
B. Lučić (1986)
Matematički Vesnik
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A class of stationary stochastic processes
Victor D. Didenko, Natalia A. Rozhenko (2014)
Studia Mathematica
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Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
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.
Consistency of Estimators of Cyclic Functional Parameters for Some Nonstationary Processes
Dominique Dehay (1993)
Publications mathématiques et informatique de Rennes
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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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