J-regularity of multivariate stationary sequences for some families J

  1. Lutz Klotz
  2. Conrad Mädler

Abstract

Let n ε N, S be a nonempty finite subset of the set of integers, Sc be its complement, and J be the family of translations of Sc by ln, l ε Z. For such a family, J -regularity of a q-variate stationary sequence over Z is studied. If S contains exactly n elements, a description of a J -regular sequence in terms of its spectral density is obtained. Some examples are given for the case where S contains more than n elements.

 

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Probability and Mathematical Statistics

35, z. 1, 2015

Pages from 31 to 40

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