Second order stochastic processes and the dilation theory in Banach spaces

Aleksander Weron

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Integrals related to stationary processes and cylindrical martingales

J. Pellaumail, A. Weron (1979)

Annales de l'I.H.P. Probabilités et statistiques

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Hilbert-space of a class of multidimensional stochastic processes

T. K. Pogany (1989)

Matematički Vesnik

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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...