On the existence of stationary sequences of $M$-orthogonal random variables with specified covariances
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 2, pp. 972-977
Cet article a éte moissonné depuis la source Math-Net.Ru
Necessary and sufficient conditions are studied for a covariance matrix of finite size to be interpreted as a covariance matrix of a finite segment of an infinite stationary sequence of random variables.
Keywords:
stationary sequence, $m$-dependent random variables
Mots-clés : covariance matrix.
Mots-clés : covariance matrix.
@article{SEMR_2024_21_2_a19,
author = {I. S. Borisov},
title = {On the existence of stationary sequences of $M$-orthogonal random variables with specified covariances},
journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
pages = {972--977},
year = {2024},
volume = {21},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SEMR_2024_21_2_a19/}
}
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I. S. Borisov. On the existence of stationary sequences of $M$-orthogonal random variables with specified covariances. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 2, pp. 972-977. http://geodesic.mathdoc.fr/item/SEMR_2024_21_2_a19/