Publications

A. Boudou and S. Viguier-Pla (2015)
Processus stationnaires isotropes et leurs mesures aléatoires associées.
Actes des 43èmes Journées De Statistique, SFDS, Tunis, 23-27 mai 2011.

Classification

60G57, 60G10, 60B15, 60H05

Keywords

Cyclostationary function, random measure, spectral measure, unitary operator

Abstract : Considering a cyclostationary function, we show that it can be associated with one, and only one, spectral measure. Moreover, with a supplementary hypothesis of continuity, it can also be associated with a unique stationary series, which can be the object of a study by principal components analysis in the frequency domain. Résumé détaillé