Relation between unit operators proximity and their associated spectral measures

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.

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Year of publication:	2010
Authors:	Boudou, Alain ; Viguier-Pla, Sylvie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 23-24, p. 1724-1732
Publisher:	Elsevier
Keywords:	Random measures Stationary processes Fourier transform Stochastic integrals Spectral measures

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

Persistent link: https://www.econbiz.de/10008868953