Displaying similar documents to “Second order stochastic processes and the dilation theory in Banach spaces”

Induced stationary process and structure of locally square integrable periodically correlated processes

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...