Notes on Continuous Parameter Periodically Γ-Correlated Processes

Ilie Valușescu

doi:10.2478/v10324-012-0010-7

.blurhash-client-img { display: none !important; }

Notes on Continuous Parameter Periodically Γ-Correlated Processes

Annals of West University of Timisoara - Mathematics and Computer Science

Volume 50 (2012): Issue 1 (November 2012)

By: Ilie Valușescu

Open Access

|Nov 2012

[1] E. G. Gladyshev, Periodically and almost-periodically correlated random processes with continuous time parameter, Theory of Probability and Appl., 8, (1963), 173-177.
Open DOI Search in Google Scholar
[2] H. Helson and D. Lowdenslager, Prediction theory and Fourier series in several variables I and II, Acta Math., 105, (1961), 175-213.
Open DOI Search in Google Scholar
[3] H. L. Hurd, Representation of strongly harmonizable periodically correlated processes and their covariance, J. Multivar. Anal., 29, (1989), 53-67.
Open DOI Search in Google Scholar
[4] P. Masani, Recent trends in multivariate prediction theory, Math. Research 85, Acad. Press, New York, 1966
Open DOI Search in Google Scholar
[5] D. K. Chang and M. M. Rao, Special representation of weakly harmonizable processes, Stochastic Anal. Appl., 6, (1988), 169-189.
Open DOI Search in Google Scholar
[6] I. Suciu and I. Valusescu, Factorization of semispectral measures, Rev. Roumaine Math. Pures et Appl., 21 (6), (1976), 773-793.
Search in Google Scholar
[7] I. Suciu and I. Valusescu, Essential parameters in prediction, Rev. Roumaine Math. Pures et Appl., 22 (10), (1977), 1477-1495.
Search in Google Scholar
[8] I. Suciu and I. Valusescu, Factorization theorems and prediction theory, Rev. Roumaine Math. Pures et Appl., 23 (9), (1978), 1393-1423.
Search in Google Scholar
[9] I. Suciu and I. Valusescu, A linear ltering problem in complete correlated actions, Journal of Multivariate Analysis, 9 (4), (1979), 559-613.
Open DOI Search in Google Scholar
[10] I. Valusescu, Continuous stationary processes in complete correlated actions, The P. Masani Volume (V. Mandrekar and H. Salehi eds.), North-Holland Pub. Comp., 1983
Open DOI Search in Google Scholar
[11] I. Valusescu, Operatorial non-stationary harmonizable processes, Z. Angew. Math. Mech., 76 (suppl. 2), (1996), 695-696.
Search in Google Scholar
[12] I. Valusescu, A linear lter for the operatorial prediction of a periodically correlated process, Rev. Roum. Math. Pures et Appl., 54 (1), (2009), 53-67.
Search in Google Scholar