On positive spectral density functions
Bradley, Richard C.
Bernoulli, Tome 8 (2002) no. 2, p. 175-193 / Harvested from Project Euclid
A necessary and sufficient condition is given for a weakly stationary random field (indexed by the integer lattice of an arbitrary finite dimension) to have a spectral density which is bounded between two positive constants. As a corollary, a necessary and sufficient condition is derived for a positive continuous spectral density. The conditions involve `linear' dependence coefficients.
Publié le : 2002-04-14
Classification:  linear dependence coefficients,  spectral density,  weakly stationary random fields
@article{1078866866,
     author = {Bradley, Richard C.},
     title = {On positive spectral density functions},
     journal = {Bernoulli},
     volume = {8},
     number = {2},
     year = {2002},
     pages = { 175-193},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1078866866}
}
Bradley, Richard C. On positive spectral density functions. Bernoulli, Tome 8 (2002) no. 2, pp.  175-193. http://gdmltest.u-ga.fr/item/1078866866/