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Harmonizable processes moving averages prediction 1
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Mehlman, Marc H. 1
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Journal of Multivariate Analysis 1
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Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
Mehlman, Marc H. - In: Journal of Multivariate Analysis 43 (1992) 1, pp. 147-170
The moving average representations of discrete multidimensional stationary processes are generalized to fundamental moving average representations of weakly harmonizable processes. For strongly harmonizable processes, necessary and sufficient conditions on covariance functions are obtained for...
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