Abstract
In this paper, an extension of the weakly harmonizable class of processes is considered. This class, termed almost periodic contractive harmonizable, is based upon the natural contractive operator associated with harmonizable processes. A spectral representation of these processes is obtained. A relation between the almost periodic contractive harmonizable and the oscillatory harmonizable classes is considered. The paper concludes with a series representation for the almost periodic contractive harmonizable class.
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Dedicated to Professor M.M. Rao, advisor and friend, on the occasion of his 80th birthday.
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Swift, R.J. A Spectral Representation of a Class of Nonstationary Processes. J Stat Theory Pract 5, 515–523 (2011). https://doi.org/10.1080/15598608.2011.10412043
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DOI: https://doi.org/10.1080/15598608.2011.10412043