Notes on Continuous Parameter Periodically Γ-Correlated Processes

[1] E. G. Gladyshev, Periodically and almost-periodically correlated random processes with continuous time parameter, Theory of Probability and Appl., 8, (1963), 173-177.10.1137/1108016Search in Google Scholar

[2] H. Helson and D. Lowdenslager, Prediction theory and Fourier series in several variables I and II, Acta Math., 105, (1961), 175-213.10.1007/BF02545786Search in Google Scholar

[3] H. L. Hurd, Representation of strongly harmonizable periodically correlated processes and their covariance, J. Multivar. Anal., 29, (1989), 53-67.10.1016/0047-259X(89)90076-6Search in Google Scholar

[4] P. Masani, Recent trends in multivariate prediction theory, Math. Research 85, Acad. Press, New York, 196610.21236/AD0630756Search in Google Scholar

[5] D. K. Chang and M. M. Rao, Special representation of weakly harmonizable processes, Stochastic Anal. Appl., 6, (1988), 169-189.10.1080/07362998808809141Search in Google Scholar

[6] I. Suciu and I. Valusescu, Factorization of semispectral measures, Rev. Roumaine Math. Pures et Appl., 21 (6), (1976), 773-793.Search in Google Scholar

[7] I. Suciu and I. Valusescu, Essential parameters in prediction, Rev. Roumaine Math. Pures et Appl., 22 (10), (1977), 1477-1495.Search in Google Scholar

[8] I. Suciu and I. Valusescu, Factorization theorems and prediction theory, Rev. Roumaine Math. Pures et Appl., 23 (9), (1978), 1393-1423.Search in Google Scholar

[9] I. Suciu and I. Valusescu, A linear ltering problem in complete correlated actions, Journal of Multivariate Analysis, 9 (4), (1979), 559-613.10.1016/0047-259X(79)90061-7Search in Google Scholar

[10] I. Valusescu, Continuous stationary processes in complete correlated actions, The P. Masani Volume (V. Mandrekar and H. Salehi eds.), North-Holland Pub. Comp., 198310.1007/BFb0072090Search in Google Scholar

[11] I. Valusescu, Operatorial non-stationary harmonizable processes, Z. Angew. Math. Mech., 76 (suppl. 2), (1996), 695-696.Search in Google Scholar

[12] I. Valusescu, A linear lter for the operatorial prediction of a periodically correlated process, Rev. Roum. Math. Pures et Appl., 54 (1), (2009), 53-67.Search in Google Scholar