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Sample Properties of Weakly Stationary Processes
Published online by Cambridge University Press: 22 January 2016
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Let X(t) = X(t,ω), – ∞ < t < ∞, be a stationary stochastic process with
and the continuous covariance function
where F(x) is the spectral distribution function.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1970
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