• Title of article

    Characterization of the Spectra of Periodically Correlated Processes

  • Author/Authors

    A. Makagon، نويسنده , , Andrzej، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    1
  • To page
    10
  • Abstract
    A complete characterization of the spectrum of a locally square integrable periodically correlated (PC) processes is obtained. The result makes use of the authorʹs recent theorem establishing a one to one correspondence between PC processes and a certain class on infinite dimensional stationary processes. In terms of distributions it is proved that the Fourier transform of a positive definite distribution on the plane which is the sum of complex uniformly bounded measures supported on equidistant lines parallel to diagonal is a locally square integrable function.
  • Keywords
    Spectrum , positive definite distribution , correlation function , periodically correlated process
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557712