Spectral properties of processes derived from stationary Gaussian sequences

Many qualitative properties of the spectral measure of a stationary Gaussian sequence are spectral properties of the underlying shift transformation. This has implications in time series analysis.

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Year of publication:	1974
Authors:	Blum, Julius ; Eisenberg, Bennett
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 2.1974, 2, p. 177-181
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10008874837