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
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
Journal title :
Journal of Multivariate Analysis