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 languageEnglish
Pages (from-to)789-797
Number of pages9
JournalJournal of Mathematical Sciences (United States)
Volume219
Issue number5
Early online date29 Oct 2016
DOIs
StatePublished - 2016

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 37009574