Notes on Continuous Parameter Periodically Γ-Correlated Processes
22. Nov. 2012
Über diesen Artikel
Online veröffentlicht: 22. Nov. 2012
Seitenbereich: 115 - 125
DOI: https://doi.org/10.2478/v10324-012-0010-7
Schlüsselwörter
This content is open access.
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.