A criterion for a continuous spectral density |
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Authors: | Richard C. Bradley |
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Affiliation: | Department of Mathematics, Indiana University, Bloomington, IN 47405, USA |
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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. |
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Keywords: | 60G10 60G60 |
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