Let the n-pie stationary sequence ξ(t)=(ξ_1(t), …, ξ_n(t))' (t=0, ±1, …) be regular and of full rank, and then-ple the spectral density of stationary sequence N(t)=(N_1(t),…,N_n(t))' (t=0,±1, ...Let the n-pie stationary sequence ξ(t)=(ξ_1(t), …, ξ_n(t))' (t=0, ±1, …) be regular and of full rank, and then-ple the spectral density of stationary sequence N(t)=(N_1(t),…,N_n(t))' (t=0,±1, …) exist. And they are stationarily relative;展开更多
文摘Let the n-pie stationary sequence ξ(t)=(ξ_1(t), …, ξ_n(t))' (t=0, ±1, …) be regular and of full rank, and then-ple the spectral density of stationary sequence N(t)=(N_1(t),…,N_n(t))' (t=0,±1, …) exist. And they are stationarily relative;