A characterization of oscillatory processes and their prediction

Mandrekar, V.

doi:10.1090/S0002-9939-1972-0307310-X

A characterization of oscillatory processes and their prediction
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Proc. Amer. Math. Soc. 32 (1972), 280-284 Request permission

Abstract:

The oscillatory stochastic processes recently studied by Priestley are characterized as deformed stationary curves in a Hilbert space. This characterization leads to the simple time domain proof of prediction and moving average representation for these stochastic processes in terms of the associated stationary curve.

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