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On generalized correlation functions of intrinsically stationary processes of order k

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  • Sasvári, Zoltán

Abstract

In the first part of the paper we prove some inequalities for the functions mentioned in the title. In the second part we investigate definitizable functions defined on an interval (-a,a) and show that they can be extended to generalized correlation functions on .

Suggested Citation

  • Sasvári, Zoltán, 2008. "On generalized correlation functions of intrinsically stationary processes of order k," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3381-3387, December.
  • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3381-3387
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