Geodesic
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 
@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},
     publisher = {mathdoc},
     volume = {38},
     number = {4},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a9/}
}
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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/