IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v79y1999i2p213-227.html
   My bibliography  Save this article

On the regularity of spectral densities of continuous-time completely linearly regular processes

Author

Listed:
  • Murua, Alejandro

Abstract

This paper deals with the study of the relationship between the complete linear regularity of continuous-time weakly stationary processes and the smoothness of their spectral densities. It is shown that when the coefficient of complete linear regularity behaves like O([tau]-(r+[mu])) as [tau] --> +[infinity], for some , [mu] [set membership, variant] (0,1], then the spectral density has at least r uniformly continuous, bounded, and integrable derivatives, with the rth derivative satisfying a Lipschitz continuity condition of order [mu]. Conversely, under certain smoothness assumptions on the spectral density, upper bounds on the rate of decay of the coefficient of complete linear regularity are obtained.

Suggested Citation

  • Murua, Alejandro, 1999. "On the regularity of spectral densities of continuous-time completely linearly regular processes," Stochastic Processes and their Applications, Elsevier, vol. 79(2), pages 213-227, February.
    • Handle: RePEc:eee:spapps:v:79:y:1999:i:2:p:213-227
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00090-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:79:y:1999:i:2:p:213-227. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.