Representation and estimation for harmonizable type processes
M. M. Rao · 2003
The harmonizable type class contains Karhunen processes and Cramer classes, and if it has some (complex) measure or bimeasure /spl mu/, then the process is called (strongly) harmonizable or weakly harmonizable respectively. Finally if /spl mu/ concentrates on the diagonal so that it becomes a positive bounded measure /spl mu/~, the process is (weakly or Khintchine) stationary, and /spl mu/~is called the spectral distribution function, and in the general case, /spl mu/ is termed a bispectral distribution. The harmonizable-type processes are considered in this paper.