SPECTRAL REPRESENTATION OF PERIODICALLY CORRELATED
SEQUENCES
Andrzej Makagon
Abolghassem Miamee
Abstract: There are two platforms for analyzing stochastic processes: time domain and spectral
domain. For periodically correlated processes both of these analyses have been discussed
through invoking their close tie with multivariate stationary processes. In this note we present
a direct approach to the spectral properties of periodically correlated processes.
2000 AMS Mathematics Subject Classification: Primary: 60G12; Secondary: 60G25,
42A82.
Keywords and phrases: Periodically correlated sequence, stationary sequence,
spectrum.