Bernoulli
- Bernoulli
- Volume 8, Number 2 (2002), 175-193.
On positive spectral density functions
Abstract
A necessary and sufficient condition is given for a weakly stationary random field (indexed by the integer lattice of an arbitrary finite dimension) to have a spectral density which is bounded between two positive constants. As a corollary, a necessary and sufficient condition is derived for a positive continuous spectral density. The conditions involve `linear' dependence coefficients.
Article information
Source
Bernoulli, Volume 8, Number 2 (2002), 175-193.
Dates
First available in Project Euclid: 9 March 2004
Permanent link to this document
https://projecteuclid.org/euclid.bj/1078866866
Mathematical Reviews number (MathSciNet)
MR2003d:60100a
Zentralblatt MATH identifier
1004.60054
Keywords
linear dependence coefficients spectral density weakly stationary random fields
Citation
Bradley, Richard C. On positive spectral density functions. Bernoulli 8 (2002), no. 2, 175--193. https://projecteuclid.org/euclid.bj/1078866866
