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Activity Number: 105
Type: Contributed
Date/Time: Monday, August 4, 2008 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #301087
Title: Multivariate Stationary Processes with Increments
Author(s): Chunfeng Huang*+ and Tailen Hsing
Companies: Indiana University and The University of Michigan
Address: Statistics House, Bloomington, IN, 47408,
Keywords: spectral representation ; correlation theory ; random field ; stochastic process
Abstract:

To study the correlation of a multivariate stationary process with increments which may possess different orders, a spectral representation theorem is obtained for the correlation functions and the process. Some examples and applications are presented. This general theorem covers the result in Yaglom (1958) and can be extended to the study of random fields.

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Revised September, 2008