Michálek, Jiří Random sequences with normal covariances. (English) Zbl 0632.60031 Kybernetika 23, 443-457 (1987). This paper describes processes which have normal covariances. They form a large class of processes and include stationary, symmetric and locally stationary processes. The spectral properties of such processes are discussed and some characterizations of normal covariances are presented. Reviewer: Ed.McKenzie Cited in 2 Documents MSC: 60G10 Stationary stochastic processes 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:symmetric and locally stationary processes; spectral properties; characterizations of normal covariances PDF BibTeX XML Cite \textit{J. Michálek}, Kybernetika 23, 443--457 (1987; Zbl 0632.60031) Full Text: EuDML OpenURL References: [1] R. A. Silverman: Locally stationary random processes. IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. [2] N. Dunford, J. T. Schwartz: Linear Operators. Part II. Interscience Publishers, New York - London 1963. · Zbl 0128.34803 [3] I. I. Gikhman, A. V. Skorochod: Introduction to the Theory of Random Processes. (in Russian). Nauka, Moscow 1965. [4] I. C. Yochvidov: Hankel and Toeplitz Matrices and Forms (in Russian). Nauka, Moscow 1974. [5] J. Michálek: Locally stationary covariances. Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Funct. Random Processes, Academia, Prague 1987. [6] N. Aronszjan: Theory of reproducing kernels. Trans. Amer. Math. Soc. 63 (1950), 337-404. · Zbl 0037.20701 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.