ON THE SPECTRAL MEASURES OF SOME WEAKLY STATIONARY SEQUENCES INVOLVING RANDOMLY SPACED OBSERVATIONS
Keyword(s):
In an earlier paper by the author, as part of a construction of a counterexample to the central limit theorem under certain strong mixing conditions, a formula is given that shows, for strictly stationary sequences with mean zero and finite second moments and a continuous spectral density function, how that spectral density function changes if the observations in that strictly stationary sequence are "randomly spread out" in a particular way, with independent "nonnegative geometric" numbers of zeros inserted in between. In this paper, that formula will be generalized to the class of weakly stationary, mean zero, complex-valued random sequences, with arbitrary spectral measure.
1995 ◽
Vol 24
(12)
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pp. 1549-1566
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1965 ◽
Vol 11
(3)
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pp. 429-433
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1972 ◽
Vol 48
(6)
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pp. 1769-1792
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Keyword(s):
1988 ◽
Vol 110
(4)
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pp. 208-218
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