A remark on the equivalence of Gaussian processes.
Van Zanten, Harry (2008)
Electronic Communications in Probability [electronic only]
Similarity:
Displaying similar documents to “Spectral type of a polynomial of stationary Gaussian process”
A remark on the equivalence of Gaussian processes.
Spectral Multiplicity of Certain Gaussian Processes
Slobodanka S. Mitrović (2005)
Matematički Vesnik
Similarity:
Spectral type of some transformations of certain stochastic processes.
Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
Similarity:
On spectral bandwidth of a stationary random process
Vladimír Klega (1983)
Aplikace matematiky
Similarity:
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.
Rademacher-Walsh functions and the spectral type of Hermite polynomial of a Wiener process
M. N. Lukić (1989)
Matematički Vesnik
Similarity:
A characterization of Gaussian processes that are Markovian
Waclaw Timoszyk (1974)
Colloquium Mathematicae
Similarity:
Invariance of spectral type of a stochastic process with respect to transformation of time.
Pazanin, R. (1981)
Publications de l'Institut Mathématique. Nouvelle Série
Similarity:
The determination of the spectral multiplicity of a stochastic process by RKHS method
F. Rizvanolli (1986)
Matematički Vesnik
Similarity:
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
Jean-Marc Azaïs, Jean-Marc Bardet, Mario Wschebor (2010)
ESAIM: Probability and Statistics
Similarity:
We study the tails of the distribution of the maximum of a stationary Gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order , we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [CITE] for a sufficiently small interval.