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Cramér-Hida Representations via Direct Integrals

Antonio F. Gualtierotti
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Antonio F. Gualtierotti: University of Lausanne, HEC and IDHEAP

Chapter Chapter 7 in Detection of Random Signals in Dependent Gaussian Noise, 2015, pp 505-527 from Springer

Abstract: Abstract Direct integrals generalize direct sums. As the CHR is a direct sum decomposition (preserving the time structure), it is perhaps unsurprising that direct integrals have a part to play in the study of the CHR.

Keywords: Direct Integration; Time Structure; Direct Sum; Uncountable Product; Orthogonal Increments (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-22315-5_7

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DOI: 10.1007/978-3-319-22315-5_7

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