On the Spectral Density of Stationary Processes and Random Fields
- Авторы: Lifshits M.A.1,2, Peligrad M.3
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Учреждения:
- St. Petersburg State University
- MAI, Linköping University
- University of Cincinnati
- Выпуск: Том 219, № 5 (2016)
- Страницы: 789-797
- Раздел: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238697
- DOI: https://doi.org/10.1007/s10958-016-3147-9
- ID: 238697
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Аннотация
In this note, we show that a stationary sequence obtained by applying a fixed deterministic function to 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.
Об авторах
M. Lifshits
St. Petersburg State University; MAI, Linköping University
Автор, ответственный за переписку.
Email: mikhail@lifshits.org
Россия, St. Petersburg; Linköping
M. Peligrad
University of Cincinnati
Email: mikhail@lifshits.org
США, Cincinnati
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