Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 870-875
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Symmetry properties of higher-order cross (mutual) spectral densities (up to order $\nu=5$) of multidimensional stationary (and periodically nonstationary) time-continuous stochastic processes are investigated.
Keywords:
stationary stochastic process, periodically nonstationary stochastic process, higher-order cross spectral densities, symmetry properties.
Mots-clés : simple cumulant
Mots-clés : simple cumulant
@article{TVP_1993_38_4_a9,
author = {V. G. Alekseev},
title = {Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {870--875},
year = {1993},
volume = {38},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a9/}
}
TY - JOUR AU - V. G. Alekseev TI - Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1993 SP - 870 EP - 875 VL - 38 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a9/ LA - ru ID - TVP_1993_38_4_a9 ER -
%0 Journal Article %A V. G. Alekseev %T Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes %J Teoriâ veroâtnostej i ee primeneniâ %D 1993 %P 870-875 %V 38 %N 4 %U http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a9/ %G ru %F TVP_1993_38_4_a9
V. G. Alekseev. Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 870-875. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a9/