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Sample Properties of Weakly Stationary Processes

Published online by Cambridge University Press:  22 January 2016

T. Kawata  and
I. Kubo
T. Kawata
Affiliation:
The Catholic University of America, and Nagoya University
I. Kubo
Affiliation:
The Catholic University of America, and Nagoya University
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Let X(t) = X(t,ω), – ∞ < t < ∞, be a stationary stochastic process with

and the continuous covariance function

where F(x) is the spectral distribution function.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 39 , August 1970 , pp. 7 - 21
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1970

References

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[3] Kawata, T., On the Fourier series of a stationary process, II. Z. Wahrsch. 13 (1969) 25–38.CrossRefGoogle Scholar
[4] Kubo, I., On a necessary condition for the sample path continuity of weakly stationary processes. Nagoya Math. J. 38 (1970) 103–111.CrossRefGoogle Scholar
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