On the integral with respect to the tensor product of two random measures
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- Boudou, A. & Dauxois, J., 1994. "Principal Component Analysis for a Stationary Random Function Defined on a Locally Compact Abelian Group," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 1-16, October.
- Boudou, Alain & Romain, Yves, 2002. "On spectral and random measures associated to discrete and continuous-time processes," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 145-157, September.
- Dehay, Dominique, 1991. "On the product of two harmonizable time series," Stochastic Processes and their Applications, Elsevier, vol. 38(2), pages 347-358, August.
- Rosenberg, Milton, 1974. "Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 4(2), pages 166-209, June.
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- Alain, Boudou & Sylvie, Viguier-Pla, 2014. "Structure of the random measure associated with an isotropic stationary process," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 111-128.
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Keywords
Convolution of measures Fubini-type formula Locally compact Abelian group Random measure Spectral density Spectral measure Stationary random function stochastic integral Tensor product;Statistics
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