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Structure and moving average representation for multidimensional strongly harmonizable processes
1991
Stochastic Analysis and Applications
Preserved Fulltext
The classical moving average representation of stationary processes is generalized to moving average representations for discrete and continuous multidimensional strongly harmonizable processes. Necessary and sufficient conditions on covariance functions are given for the existence of such moving average representations. Also the structure theory of strongly harmonizable processes is given in considerable detail.
doi:10.1080/07362999108809244
fatcat:fpu3o3g6sfgpxpk775mqeo75ye