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A sampling theorem for multivariate stationary processes

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  • Pourahmadi, Mohsen

Abstract

The notion of sampling for second-order q-variate processes is defined. It is shown that if the components of a q-variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q-variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q-variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.

Suggested Citation

  • Pourahmadi, Mohsen, 1983. "A sampling theorem for multivariate stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 177-186, March.
    • Handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:177-186
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