Rational spectral densities and strong mixing

R. Cheng

Journal of Multivariate Analysis, 1992, vol. 42, issue 2, 267-283

Abstract: This article is concerned with stationary random fields with rational spectral densities. The dichotomy between the one-parameter and multiparameter cases is explored, particularly in terms of a strong mixing condition. The rich variety of behavior exhibited by the multiparameter case is demonstrated.

Keywords: prediction; theory; rational; spectral; density; stationary; random; field; strong; mixing (search for similar items in EconPapers)
Date: 1992
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