Relation between unit operators proximity and their associated spectral measures

Alain Boudou and Sylvie Viguier-Pla

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 1724-1732

Abstract: In this paper, we study how the local concentration of the spectral measure can be expressed in the temporal domain for stationary processes. For this purpose, we establish an equivalence between the proximity of the shift operators (which are unit operators) and the associated projector valued spectral measures. An illustration is given.

Keywords: Random; measures; Stationary; processes; Fourier; transform; Stochastic; integrals; Spectral; measures (search for similar items in EconPapers)
Date: 2010
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