Abstarct
The aim of this chapter is to analyze more deeply the class of random variables encountered in Example 8.5.4. In particular, we shall consider complex-valued functions ϕ, to which we associate real-valued (multiple) stochastic integrals. This type of construction is used in the spectral theory of time series and, in particular, in the context of self-similar processes (see e.g., [12, 23, 34, 66, 151, 153]).
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© 2011 Springer-Verlag Italia
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Peccati, G., Taqqu, M.S. (2011). Hermitian random measures and spectral representations. In: Wiener Chaos: Moments, Cumulants and Diagrams. Bocconi & Springer Series, vol 1. Springer, Milano. https://doi.org/10.1007/978-88-470-1679-8_9
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DOI: https://doi.org/10.1007/978-88-470-1679-8_9
Publisher Name: Springer, Milano
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