Abstract
In this chapter we shall describe the continuous-time analogs of the ideas and representation results of the previous chapter. As mentioned in Sect. 2.8, the interesting generalization of the discrete-time setting is to continuous-time stationary increments processes. For this reason we shall be mostly concerned with this class.
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Notes
- 1.
This also follows from the fact that \(H_{p}^{2}\) functions of the half plane tend uniformly to zero as s → ∞ within the region of analyticity; see [145].
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Lindquist, A., Picci, G. (2015). Spectral Factorization in Continuous Time. In: Linear Stochastic Systems. Series in Contemporary Mathematics, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-45750-4_5
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