On the spectral density of stationary processes and random fields

M. A. Lifshits; M. Peligrad

doi:10.1007/s10958-016-3147-9

On the spectral density of stationary processes and random fields

M. A. Lifshits, M. Peligrad

Факультет математико-механический

Research output

1 Citation (Scopus)

Abstract

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. Bibliography: 7 titles.

Original language	English
Pages (from-to)	789-797
Number of pages	9
Journal	Journal of Mathematical Sciences (United States)
Volume	219
Issue number	5
Early online date	29 Oct 2016
DOIs	https://doi.org/10.1007/s10958-016-3147-9
Publication status	Published - 2016

Scopus subject areas

Statistics and Probability
Mathematics(all)
Applied Mathematics

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