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April 2002 On positive spectral density functions
Richard C. Bradley
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Bernoulli 8(2): 175-193 (April 2002).

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.

Citation

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Richard C. Bradley. "On positive spectral density functions." Bernoulli 8 (2) 175 - 193, April 2002.

Information

Published: April 2002
First available in Project Euclid: 9 March 2004

zbMATH: 1004.60054
MathSciNet: MR2003D:60100A

Keywords: linear dependence coefficients , Spectral density , weakly stationary random fields

Rights: Copyright © 2002 Bernoulli Society for Mathematical Statistics and Probability

Vol.8 • No. 2 • April 2002
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