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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 870–875
(Mi tvp4025)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes
V. G. Alekseev A. M. Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences
Abstract:
Symmetry properties of higher-order cross (mutual) spectral densities (up to order $\nu=5$) of multidimensional stationary (and periodically nonstationary) time-continuous stochastic processes are investigated.
Keywords:
stationary stochastic process, periodically nonstationary stochastic process, simple cumulant, higher-order cross spectral densities, symmetry properties.
Received: 10.07.1989
Citation:
V. G. Alekseev, “Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 870–875; Theory Probab. Appl., 38:4 (1993), 722–726
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https://www.mathnet.ru/eng/tvp4025 https://www.mathnet.ru/eng/tvp/v38/i4/p870
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Abstract page: | 135 | Full-text PDF : | 48 | First page: | 3 |
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