메뉴 건너뛰기




Volumn 9, Issue 5, 2003, Pages 857-876

Semigroup stationary processes and spectral representation

Author keywords

Non stationary processes; Positive definite functions; Semigroups with involution; Spectral representation; Stationary processes

Indexed keywords


EID: 14544294769     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1066418881     Document Type: Article
Times cited : (16)

References (32)
  • 3
    • 33747363662 scopus 로고    scopus 로고
    • On semigroups of moment functions
    • Bisgaard, T. (2001) On semigroups of moment functions. Acta Sci. Math., 67, 249-271.
    • (2001) Acta Sci. Math. , vol.67 , pp. 249-271
    • Bisgaard, T.1
  • 5
    • 0031518090 scopus 로고    scopus 로고
    • Fitting time series models to nonstationary processes
    • Dahlhaus, R. (1997) Fitting time series models to nonstationary processes. Ann. Statist., 25, 1-37.
    • (1997) Ann. Statist. , vol.25 , pp. 1-37
    • Dahlhaus, R.1
  • 6
    • 0038886728 scopus 로고
    • The representation of functions as Laplace-Stieltjes integrals
    • Devinatz, A. (1955) The representation of functions as Laplace-Stieltjes integrals. Duke Math. J., 22, 185-191.
    • (1955) Duke Math. J. , vol.22 , pp. 185-191
    • Devinatz, A.1
  • 7
    • 0242663288 scopus 로고    scopus 로고
    • Spectral density estimation from random sampling for multiplicative stationary processes
    • To appear
    • Girardin, V and Rachdi, M. (2003) Spectral density estimation from random sampling for multiplicative stationary processes. Comput. Math. Appl. To appear.
    • (2003) Comput. Math. Appl.
    • Girardin, V.1    Rachdi, M.2
  • 8
    • 84981398129 scopus 로고
    • On a class of nonstationary processes
    • Gray, H.L. and Zhang, N.F. (1988) On a class of nonstationary processes. J. Time Ser. Anal., 9, 133-154.
    • (1988) J. Time Ser. Anal. , vol.9 , pp. 133-154
    • Gray, H.L.1    Zhang, N.F.2
  • 9
    • 28044465291 scopus 로고
    • Group representations and applied probability
    • Hannan, E.J. (1965) Group representations and applied probability. J. Appl. Probab., 2, 1-68.
    • (1965) J. Appl. Probab. , vol.2 , pp. 1-68
    • Hannan, E.J.1
  • 10
    • 0009935796 scopus 로고    scopus 로고
    • Multiscale graphical modeling in space: Applications to command and control
    • M. Moore (ed.), Lecture Notes in Statist. 159. New York: Springer-Verlag
    • Huang, H.C. and Cressie, N. (2001) Multiscale graphical modeling in space: applications to command and control. In M. Moore (ed.), Spatial Statistics: Methodological Aspects and Applications, Lecture Notes in Statist. 159. New York: Springer-Verlag.
    • (2001) Spatial Statistics: Methodological Aspects and Applications
    • Huang, H.C.1    Cressie, N.2
  • 12
    • 0003097075 scopus 로고
    • Über lineare Methoden in der Wahrscheinlichkeitsrechnung
    • Karhunen, K. (1947) Über lineare Methoden in der Wahrscheinlichkeitsrechnung. Ann. Acad. Sci. Fenn., Ser. A, Math.-Phys., 37, 3-79.
    • (1947) Ann. Acad. Sci. Fenn., Ser. A, Math.-Phys. , vol.37 , pp. 3-79
    • Karhunen, K.1
  • 13
    • 84972555444 scopus 로고
    • Positive-definite functions on involution semigroups
    • Lindahl, R. and Maserick, P. (1971) Positive-definite functions on involution semigroups. Duke Math. J., 38, 771-782.
    • (1971) Duke Math. J. , vol.38 , pp. 771-782
    • Lindahl, R.1    Maserick, P.2
  • 14
    • 25344460476 scopus 로고
    • Fonctions aléatoires à décomposition orthogonale exponentielle
    • Loève, M. (1946) Fonctions aléatoires à décomposition orthogonale exponentielle. Rev. Sci., 84, 159-162.
    • (1946) Rev. Sci. , vol.84 , pp. 159-162
    • Loève, M.1
  • 15
    • 0003294026 scopus 로고
    • Fonctions aléatoires du second ordre. in P. Lévy
    • Paris: Gauthier-Villars
    • Loève, M. (1948) Fonctions aléatoires du second ordre. In P. Lévy, Processus Stochastiques et Mouvement Brownien. Paris: Gauthier-Villars.
    • (1948) Processus Stochastiques et Mouvement Brownien
    • Loève, M.1
  • 17
    • 0032378343 scopus 로고    scopus 로고
    • Adaptative covariance estimation of locally stationary processes
    • Mallat, S., Papanicolaou, G. and Zhang, Z. (1998) Adaptative covariance estimation of locally stationary processes. Ann. Statist., 26, 1-47.
    • (1998) Ann. Statist. , vol.26 , pp. 1-47
    • Mallat, S.1    Papanicolaou, G.2    Zhang, Z.3
  • 19
  • 20
    • 0022901978 scopus 로고
    • Spectral decomposition of locally stationary random processes
    • Michálek, J. (1986) Spectral decomposition of locally stationary random processes. Kybernetika, 22, 244-255.
    • (1986) Kybernetika , vol.22 , pp. 244-255
    • Michálek, J.1
  • 22
    • 51249191072 scopus 로고
    • Radial exponentially convex functions
    • Nussbaum, A. (1972) Radial exponentially convex functions. J. Anal. Math., 25, 277-288.
    • (1972) J. Anal. Math. , vol.25 , pp. 277-288
    • Nussbaum, A.1
  • 23
    • 0033565126 scopus 로고    scopus 로고
    • Reducing non-stationary stochastic processes to stationarity by a time deformation
    • Perrin, O. and Senoussi, R. (1999) Reducing non-stationary stochastic processes to stationarity by a time deformation. Statist. Probab. Lett., 43, 393-397.
    • (1999) Statist. Probab. Lett. , vol.43 , pp. 393-397
    • Perrin, O.1    Senoussi, R.2
  • 24
    • 0002786061 scopus 로고    scopus 로고
    • Reducing non-stationary stochastic fields to stationarity and isotropy using a space deformation
    • Perrin, O. and Senoussi, R. (2000) Reducing non-stationary stochastic fields to stationarity and isotropy using a space deformation. Statist. Probab. Lett., 48, 23-32.
    • (2000) Statist. Probab. Lett. , vol.48 , pp. 23-32
    • Perrin, O.1    Senoussi, R.2
  • 27
    • 84972526347 scopus 로고
    • The extension problem for positive-definite functions
    • Rudin, W. (1963) The extension problem for positive-definite functions. Illinois J. Math., 7, 532-539.
    • (1963) Illinois J. Math. , vol.7 , pp. 532-539
    • Rudin, W.1
  • 29
    • 0000832522 scopus 로고
    • Nonparametric estimation of nonstationary spatial covariance structure
    • Sampson, P.D. and Guttorp, P. (1992) Nonparametric estimation of nonstationary spatial covariance structure. J. Amer. Statist. Assoc., 87, 108-119.
    • (1992) J. Amer. Statist. Assoc. , vol.87 , pp. 108-119
    • Sampson, P.D.1    Guttorp, P.2
  • 32
    • 0004201980 scopus 로고
    • Princeton, NJ: Princeton University Press
    • Widder, D.V. (1946) The Laplace Transform. Princeton, NJ: Princeton University Press.
    • (1946) The Laplace Transform
    • Widder, D.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.