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VOL. 1 | 2018 Chapter 20. On proximity between spectral elements associated with periodic and almost periodic stationary processes
Emmanuel Nicolas CABRAL

Editor(s) Hamet SEYDI, Gane Samb LO, Aboubakary DIAKHABY

Abstract

In this contribution, periodic and almost periodic stationary processes are respectively studied in the frequency domain. A relation of proximity is clearly established between one of the spectral tools associated with these processes: the associated random measure. This is a way to consider, for such processes, that the filters resulting from Principal Components Analysis in the frequency domain are close.

Information

Published: 1 January 2018
First available in Project Euclid: 26 September 2019

Digital Object Identifier: 10.16929/sbs/2018.100-04-03

Subjects:
Primary: 60B15 , 60G10 , 60G57 , 60H05 , 62M15 , 62P12

Keywords: principal components analysis , Random measures , spectral measures , stationary random function , stochastic integrals

Rights: Copyright © 2018 The Statistics and Probability African Society

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