A remark on the spectral domain of nonstationary processes

Jirí Michálek and Ludger Rüschendorf

Stochastic Processes and their Applications, 1994, vol. 53, issue 1, 55-64

Abstract: The question of completeness of the spectral domain generated by a bimeasure is discussed. The bimeasure is derived from a spectral representation of a given process of weak class (C). In particular by an example it is shown that the spectral domain of a weak class (C) process is not necessarily complete. A sufficient condition for completeness is established.

Keywords: Spectral; domain; Weak; harmonizability; Bimeasure; Stochastic; integral; Karhunen; class; Cramer; class (search for similar items in EconPapers)
Date: 1994
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