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

On the Spectral Density of Stationary Processes and Random Fields.

Lifshits, M.; Peligrad, M.