Premium
SUBORDINATION OF STATIONARY PROCESSES
Author(s) -
Willekens E.,
Teugels J. L.
Publication year - 1988
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1988.tb00471.x
Subject(s) - mathematics , subordination (linguistics) , stationary process , process (computing) , pure mathematics , combinatorics , computer science , linguistics , philosophy , operating system
. Let X ={ X ( t ), t ε T ∁ R} be a ( L 2 ‐) stationary process and suppose that N ={ N ( t ), t ≥ 0} is an infinitely divisible process, independent of X. Then X̂ ={ X̂ ( t ) = X ( N ( t )), t ≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original process X and the derived or subordinated process X̂.