Geodesic
A class of stationary stochastic processes
Victor D. Didenko1 ; Natalia A. Rozhenko1
1 Universiti Brunei Darussalam BE1410 Bandar Seri Begawan, Brunei
Studia Mathematica, Tome 222 (2014) no. 3, pp. 191-205

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/sm222-3-1
Keywords: regular stationary stochastic vector processes whose spectral densities boundary values matrix functions bounded nevanlinna characteristic considered criterion representability processes output linear time invariant dynamical systems established

Victor D. Didenko 1 ; Natalia A. Rozhenko 1

1 Universiti Brunei Darussalam BE1410 Bandar Seri Begawan, Brunei 
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Victor D. Didenko; Natalia A. Rozhenko. A class of stationary stochastic processes. Studia Mathematica, Tome 222 (2014) no. 3, pp. 191-205. doi: 10.4064/sm222-3-1

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