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SPECTRAL REPRESENTATION AND ERGODICITY OF ASYMPTOTICALLY STATIONARY PROCESSES

 

作者: V.V. Anh,   K.E. Lunney1,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1991）
卷期: Volume 33, issue 1  

页码: 85-94

 

ISSN:0004-9581

 

年代: 1991

 

DOI:10.1111/j.1467-842X.1991.tb00415.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Asymptotically stationary processes;ergodicity;harmonizable processes;nonstationary processes;spectral representation

 

数据来源: WILEY

 

摘要:

SummaryA second order process with mean zero and covariance isasymptotically stationaryif lim ds exists for every; this limit then defines the covariance function of the process. The paper establishes the spectral representation for the covariance function and a mean ergodic theorem for the process. When stationarity is assumed, the results reduce to the well‐known corresponding theorems for stationary processe

 

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