1. Weakly stationary processes with non-positive autocorrelations
- Creator:
- Došlá, Šárka and Anděl, Jiří
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- non-positive autocorrelations and linear process
- Language:
- English
- Description:
- We deal with real weakly stationary processes \procX with non-positive autocorrelations {rk}, i. e. it is assumed that rk≤0 for all k=1,2,…. We show that such processes have some special interesting properties. In particular, it is shown that each such a process can be represented as a linear process. Sufficient conditions under which the resulting process satisfies rk≤0 for all k=1,2,… are provided as well.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public