| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152716 | Statistics & Probability Letters | 2010 | 9 Pages |
Abstract
In this paper, we study how the local concentration of the spectral measure can be expressed in the temporal domain for stationary processes. For this purpose, we establish an equivalence between the proximity of the shift operators (which are unit operators) and the associated projector valued spectral measures. An illustration is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alain Boudou, Sylvie Viguier-Pla,