Innovation and factorization of the density of a regular PC sequence

  1. Andrzej Makagon

Abstract

In this paper we study an innovation representation of a periodically correlated (PC) sequence and describe the factorization of the densities of a regular PC sequence generated by its innovation. As a byproduct we obtain a certain factorization of vector analytic functions which may be of interest in the theory of Hardy spaces.

 

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Probability and Mathematical Statistics

35, z. 1, 2015

Pages from 15 to 30

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