Stationarity of independent sequences

B. Lacaze

Statistics & Probability Letters, 1995, vol. 23, issue 1, 9-11

Abstract: Let A(t) = [Sigma]neZ An[mu]n(t) be a real random function. We propose a necessary and sufficient condition for A(t) to be stationary. The real r.v.'s An are of zero mean, of unit variance and independent, and the [mu]n are continuous real functions such that [mu]n(n) = 1 and [mu]n(k) = 0, k [not equal to] n.

Date: 1995
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