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Title

On the Spectral Density of Stationary Processes and Random Fields.

Authors

Lifshits, M.; Peligrad, M.

Abstract

In this note, we show that a stationary sequence obtained by applying a fixed deterministic function to shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.

Subjects

SPECTRAL energy distribution; RANDOM fields; STATIONARY sequences (Mathematics); MATHEMATICAL analysis; PARAMETER estimation

Publication

Journal of Mathematical Sciences, 2016, Vol 219, Issue 5, p789

ISSN

1072-3374

Publication type

Academic Journal

DOI

10.1007/s10958-016-3147-9