funktionalanalytische grundlagen der spektraltheorie schwach stationaerer stochastischer prozesse

Bomze, Immanuel M. (September 1983) funktionalanalytische grundlagen der spektraltheorie schwach stationaerer stochastischer prozesse. Forschungsberichte / Research Memoranda 187

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abstract: spectral theory of weakly stationary random processes has become an important part of econometric theory and thus is of central interest for applications in social sciences. this work tries to give a simple but precise presentation of the mathematical methods employed by spectral theorists: while the first part deals with hilbert space theoretical tools, the second part is devoted to important applications of them like the spectral representation of the process, the wold-decomposition, linear filtering and arma-processes.;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:07
URI: http://irihs.ihs.ac.at/id/eprint/187

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