Abstract:
This paper essentially contains a proof of the problem known in the technical literature as “The normalization of a wide-band stationary process when passing through a narrow-band filter” for processes of class Δ∞.
Citation:
V. P. Leonov, A. N. Shiryaev, “Some Problems in the Spectral Theory of Higher-Order Moments. II”, Teor. Veroyatnost. i Primenen., 5:4 (1960), 460–464; Theory Probab. Appl., 5:4 (1960), 417–421
\Bibitem{LeoShi60}
\by V.~P.~Leonov, A.~N.~Shiryaev
\paper Some Problems in the Spectral Theory of Higher-Order Moments.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 4
\pages 460--464
\mathnet{http://mi.mathnet.ru/tvp4855}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 4
\pages 417--421
\crossref{https://doi.org/10.1137/1105043}
Linking options:
https://www.mathnet.ru/eng/tvp4855
https://www.mathnet.ru/eng/tvp/v5/i4/p460
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David R. Brillinger, Selected Works of David Brillinger, 2012, 251
David R. Brillinger, Selected Works of David Brillinger, 2012, 195
Wlodek Bryc, Virgil Pierce, “Duality of real and quaternionic random matrices”, Electron. J. Probab., 14:none (2009)
HuiXia He, D.J. Thomson, “The Canonical Bicoherence—Part I: Definition, Multitaper Estimation, and Statistics”, IEEE Trans. Signal Process., 57:4 (2009), 1273
M. M. Rao, “Random Measures and Applications”, Stochastic Analysis and Applications, 27:5 (2009), 1014
D.J. Thomson, “Spectrum estimation and harmonic analysis”, Proc. IEEE, 70:9 (1982), 1055
D.R. Brillinger, “Fourier analysis of stationary processes”, Proc. IEEE, 62:12 (1974), 1628
DAVID R. BRILLINGER, Multivariate Analysis–III, 1973, 241
Applied Mathematics and Mechanics, 12, Stochastic Tools in Turbulence, 1970, 187
Hirotugu Akaike, “On the statistical estimation of the frequency response function of a system having multiple input”, Ann Inst Stat Math, 17:1 (1965), 185
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