A sampling theorem for multivariate stationary processes

Mohsen Pourahmadi

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 177-186

Abstract: The notion of sampling for second-order q-variate processes is defined. It is shown that if the components of a q-variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q-variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q-variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.

Keywords: Sampling; theorem; stationary; processes; multivariate; processes; matrix-valued; measures; Random-Nikodym; derivative (search for similar items in EconPapers)
Date: 1983
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