Representation of Strongly Harmonizable Periodically Correlated Processes and Their Covariances *

@inproceedings{Hurd2003RepresentationOS,
  title={Representation of Strongly Harmonizable Periodically Correlated Processes and Their Covariances *},
  author={Harry L. Hurd and Harry and L.. and Hurd},
  year={2003}
}
This paper addresses the representation of continuous-time strongly harmonizable periodically correlated processes and their covariance functions. We show that the support of the 2-dimensional spectral measure is constrained to a set of equally spaced lines parallel to the diagonal. Our main result is that any harmonizable periodically correlated process may be represented in quadratic mean as a Fourier series whose coefficients are a family of unique jointly wide sense stationary processes… CONTINUE READING

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