On problems of trigonometrical approximation from the theory of stationary Gaussian processes

For a finite measure d[Delta] on R1 the closed linear span in Lp(d[Delta]) of the exponentials {eiix: [short parallel] t [short parallel] <= T} is discussed. These results are applied in the characterization of the spectral densities of stationary Gaussian processes which exhibit a Markovian character.

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Year of publication:	1972
Authors:	Pitt, Loren D.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 2, p. 145-161
Publisher:	Elsevier
Keywords:	Entire functions of exponential type weighted trigonometric approximation stationary Gaussian processes Markovian character Hilbert transform

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

Persistent link: https://www.econbiz.de/10005221695