Some approximation problems in the theory of stationary processes

In this paper, necessary and sufficient conditions for the regularity of a general (multivariate) stationary process are obtained. These subsume all the known criteria of regularity for such processes.

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Year of publication:	1972
Authors:	Rozanov, Yu. A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 2, p. 135-144
Publisher:	Elsevier
Keywords:	Multidimensional stationary processes spectral density regularity factorization of spectral density Kolmogorov condition Zasuhin condition

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

Persistent link: https://www.econbiz.de/10005221543