Considering a multidimensional stationary series, thiswork aims to present how the properties of periodicity in distribution and of ergodicity are stable by filtering.

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Statistical Properties of a Random Series Transmitted by Filtering

  • Alain Boudou,
  • Sylvie Viguier-Pla

摘要

Considering a multidimensional stationary series, thiswork aims to present how the properties of periodicity in distribution and of ergodicity are stable by filtering.