Abstract
It is actually difficult to characterize directly a covariance function matrix. This becomes easy in the spectral domain on the basis of Cramer’s generalization of the Bochner theorem, which is presented in this chapter. We consider complex covariance functions.
Keywords
Spectral Density Covariance Function Random Function Inverse Fourier Transform Spectral Density Function
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© Springer-Verlag Berlin Heidelberg 1998