Spectral theory of stationary -valued processes

G. Kallianpur and V. Mandrekar

Journal of Multivariate Analysis, 1971, vol. 1, issue 1, 1-16

Abstract: For weakly stationary stochastic processes taking values in a Hilbert space, spectral representation and Cramér decomposition are studied. Using these ideas and the moving average representation for such processes established earlier by the authors, some necessary and sufficient spectral conditions for such stochastic processes to be purely nondeterministic are given in both discrete and continuous parameter cases.

Keywords: Stochastic; process; weakly; stationary; spectral; representation; Cramer; decomposition; purely; nondeterministic (search for similar items in EconPapers)
Date: 1971
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