Weakly stationary processes with non-positive autocorrelations

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10049929" target="_blank" >RIV/00216208:11320/10:10049929 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Weakly stationary processes with non-positive autocorrelations

Original language description

We deal with real weakly stationary processes with non-positive autocorrelations. It is shown that such processes have some special interesting properties. In particular, it is shown that each such process can be represented as a linear process. Sufficient conditions under which the resulting process has non-positive autocorrelations are provided.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GD201%2F05%2FH007" target="_blank" >GD201/05/H007: Statistical dynamical models and their applications in economics, technicques and natural sciences</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

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Volume of the periodical

46

Issue of the periodical within the volume

1

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

11

Pages from-to

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UT code for WoS article

000277828600008

EID of the result in the Scopus database

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