A class of stationary stochastic processes
Victor D. Didenko ; Natalia A. Rozhenko
Studia Mathematica, Tome 223 (2014), p. 191-205 / Harvested from The Polish Digital Mathematics Library
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Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.

Publié le : 2014-01-01
EUDML-ID : urn:eudml:doc:285454 
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     title = {A class of stationary stochastic processes},
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     volume = {223},
     year = {2014},
     pages = {191-205},
     zbl = {1301.93146},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm222-3-1}
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Victor D. Didenko; Natalia A. Rozhenko. A class of stationary stochastic processes. Studia Mathematica, Tome 223 (2014) pp. 191-205. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm222-3-1/