Article ID Journal Published Year Pages File Type
1151731 Statistics & Probability Letters 2014 9 Pages PDF
Abstract

When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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