An ordinal scale based on the concentration of the spectral distribution at low frequencies is proposed to compare the smoothness of weakly stationary processes. Some characterizations, basic properties and applications of this partial ordering are discussed. It is proved that both smoothing operati
โฆ LIBER โฆ
Existence of smoothed stationary processes on an interval
โ Scribed by Toby Mitchell; Max Morris; Donald Ylvisaker
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 535 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0304-4149
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