V. G. Alekseev, “Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes”, Teor. Veroyatnost. i Primenen., 1993, Volume 38, Issue 4,Pages <nobr>870

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Short Communications

Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes

V. G. Alekseev

A. M. Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences

Abstract: Symmetry properties of higher-order cross (mutual) spectral densities (up to order $\nu=5$) of multidimensional stationary (and periodically nonstationary) time-continuous stochastic processes are investigated.

Keywords: stationary stochastic process, periodically nonstationary stochastic process, simple cumulant, higher-order cross spectral densities, symmetry properties.

Received: 10.07.1989