Summary
The spectral domain of harmonizable processes is studied and a criterion for its completeness is obtained. It is shown that even for periodically correlated processes the spectral domain need not be complete.
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Miamee, A.G., Schröder, B.S.W. On completeness of the spectral domain of harmonizable processes. Probab. Th. Rel. Fields 101, 303–309 (1995). https://doi.org/10.1007/BF01200498
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DOI: https://doi.org/10.1007/BF01200498
Mathematics Subject Classification
- 28B05
- 60G12