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Complete Regularity and Processes with Discrete Time

  • I. A. Ibragimov
  • Y. A. Rozanov
Chapter
Part of the Applications of Mathematics book series (SMAP, volume 9)

Abstract

We consider in this chapter a wide-sense stationary process ξ (t) with discrete time t = 0, ±1,… .Here we deal only with the concepts formulated in terms of the second-order statistics; hence it does not really matter whether the process ξ (t) is Gaussian or not.

Keywords

Spectral Density Discrete Time Trigonometric Polynomial Holder Condition Regular Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1978

Authors and Affiliations

  • I. A. Ibragimov
    • 1
  • Y. A. Rozanov
    • 2
  1. 1.LomiLeningradUSSR
  2. 2.V.A. Steklov Mathematics InstituteMoscowUSSR

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