On spectral and random measures associated to discrete and continuous-time processes

Alain Boudou and Yves Romain

Statistics & Probability Letters, 2002, vol. 59, issue 2, 145-157

Abstract: In this paper, results for the tensor product of discrete and continuous-time processes are presented. They concern the definition and the study of the properties of the processes associated to the (tensor and convolution) products of two (spectral and random) measures. An example for the product of scalar and vector-valued stationary processes is given.

Keywords: Random; measure; Spectral; measure; Tensor; product; Product; of; measures; Convolution; measure; Stationary; process; Fubini; type; theorem (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (8)

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