Abstract
This paper is devoted to the approximation of a second-order E-valued strictly stationary random sequence by the Fourier transform of a L E 2-valued random measure, where E is a complex separable Banach space. For this purpose, we use the spectral representation of a second order E-valued stationary random function and we introduce a bijective linear operator on L E 2 which preserves the norm in the form of a “shift operator” associated with a L E 2-valued strictly stationary sequence.
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Benchikh, T. (2015). Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral. In: Ould Saïd, E., Ouassou, I., Rachdi, M. (eds) Functional Statistics and Applications. Contributions to Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-22476-3_3
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DOI: https://doi.org/10.1007/978-3-319-22476-3_3
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-22475-6
Online ISBN: 978-3-319-22476-3
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