A criterion for a continuous spectral density

Richard C. Bradley

Journal of Multivariate Analysis, 2003, vol. 86, issue 1, 108-125

Abstract: For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dimension, a necessary and sufficient condition is given for the existence of a continuous spectral density. The condition involves the covariances of pairs of sums of the random variables, with the two index sets being "separated" from each other (but possibly "interlaced") by a certain distance along a coordinate direction.

Keywords: Weakly; stationary; random; field; Continuous; spectral; density (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (2)

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