Notes on Continuous Parameter Periodically Γ-Correlated Processes

Valușescu, Ilie

doi:10.2478/v10324-012-0010-7

Abstract

A Γ-correlated process is a stochastic process considered in the context of a complete correlated action {Σ, Η, Γ}. In this note continuous parameter periodically Γ-correlated processes are analyzed, a Gladyshev's type theorem is extended to the {Σ, Η, Γ} case, and some consideration on continuous time parameter harmonizable Γ-correlated processes are made.

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Notes on Continuous Parameter Periodically Γ-Correlated Processes

Abstract

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