Characiejus, Vaidotas; Račkauskas, Alfredas - In: Stochastic Processes and their Applications 124 (2014) 8, pp. 2605-2627
Let {Xk:k≥1} be a linear process with values in the separable Hilbert space L2(μ) given by Xk=∑j=0∞(j+1)−Dεk−j for each k≥1, where D is defined by Df={d(s)f(s):s∈S} for each f∈L2(μ) with d:S→R and {εk:k∈Z} are independent and identically distributed L2(μ)-valued random...
