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On homogeneous stochastic processes on compact Abelian groups

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Abstract

This article discusses the extension to general compact Abelian groups of some results previously established by R. Roy for the case of the circle and the sphere. Estimators of the covariance function and spectral parameters for a homogeneous stochastic process defined on a compact Abelian group are considered and their properties are derived.

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Morettin, P.A. On homogeneous stochastic processes on compact Abelian groups. Ann Inst Stat Math 30, 465–472 (1978). https://doi.org/10.1007/BF02480236

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  • DOI: https://doi.org/10.1007/BF02480236

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