A note on processes with random stationary increments

When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.

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Year of publication:	2014
Authors:	Zhang, Haimeng ; Huang, Chunfeng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 153-161
Publisher:	Elsevier
Subject:	Intrinsic stationarity \| Variogram \| Spectrum \| Structure function \| Inversion formula

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010930592