On the spectral density of stationary processes and random fields
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 274-285
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In this note we show that a stationary sequence obtained by applying a fixed deterministic function to the shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.
@article{ZNSL_2015_441_a16,
author = {M. A. Lifshits and M. Peligrad},
title = {On the spectral density of stationary processes and random fields},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {274--285},
publisher = {mathdoc},
volume = {441},
year = {2015},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a16/}
}
M. A. Lifshits; M. Peligrad. On the spectral density of stationary processes and random fields. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 274-285. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a16/