Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups

A. Makagon and Aleksander Weron

Journal of Multivariate Analysis, 1976, vol. 6, issue 1, 123-137

Abstract: Salehi and Scheidt [6] have derived several Wold-Cramér concordance theorems for q-variate stationary processes over discrete groups. In this paper we characterize the concordance of the Wold decomposition with respect to families arising in the interpolation problem and the Cramér decomposition for non-full-rank q-variate stationary processes over certain nondiscrete locally compact Abelian (LCA) groups. Moreover, we give an answer to a question of Salehi and Scheidt [6, p. 319] on a characterization of the Wold-Cramér concordance with respect to J0. As corollary we then deduce a characterization of J0-regularity.

Keywords: Locally; compact; Abelian; group; Matrix-valued; measure; q-variate; stationary; processes; Spectral; measure; Linear; interpolation; Wold; decomposition; Cramer; decomposition; Wold-Cramer; concordance; theorem; J0-regularity (search for similar items in EconPapers)
Date: 1976
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