IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v86y2003i1p108-125.html
   My bibliography  Save this article

A criterion for a continuous spectral density

Author

Listed:
  • Bradley, Richard C.

Abstract

For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dimension, a necessary and sufficient condition is given for the existence of a continuous spectral density. The condition involves the covariances of pairs of sums of the random variables, with the two index sets being "separated" from each other (but possibly "interlaced") by a certain distance along a coordinate direction.

Suggested Citation

  • Bradley, Richard C., 2003. "A criterion for a continuous spectral density," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 108-125, July.
    • Handle: RePEc:eee:jmvana:v:86:y:2003:i:1:p:108-125
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(02)00044-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Miller, Curtis, 2000. "Spectral Density for Third Order Cumulants under Strong Mixing Conditions," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 222-244, August.
    2. Cheng, R., 1992. "Rational spectral densities and strong mixing," Journal of Multivariate Analysis, Elsevier, vol. 42(2), pages 267-283, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shaw, Jason, 2009. "A continuous spectral density for a random field of continuous-index," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 363-376, March.
    2. Shaw, Jason T., 2004. "Random fields and the limit of their spectral densities: existence and bounds," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 213-220, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:86:y:2003:i:1:p:108-125. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.