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Contents of PMS, Vol. 35, Fasc. 1,
pages 31 - 40
 

J -REGULARITY OF MULTIVARIATE STATIONARY SEQUENCES FOR SOME FAMILIES J

Lutz Klotz
Conrad Mädler

Abstract: Let n ∈ 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 ∈ 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.

2000 AMS Mathematics Subject Classification: Primary: 60G25; Secondary: 42A10.

Keywords and phrases: Multivariate stationary sequence, spectral density, J -regularity.

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