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

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.

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Year of publication:	2002
Authors:	Boudou, Alain ; Romain, Yves
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 2, p. 145-157
Publisher:	Elsevier
Keywords:	Random measure Spectral measure Tensor product Product of measures Convolution measure Stationary process Fubini type theorem

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

Persistent link: https://www.econbiz.de/10005138115