Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151731 | Statistics & Probability Letters | 2014 | 9 Pages |
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
Authors
Haimeng Zhang, Chunfeng Huang,