ABSTRACT

Theorem IV.8 Suppose an n-dimensional strongly harmonizable, purely nondeterministic process, Xt, has a harmonizable full rank m virile covariance representation (3). Then Xt has a fundamental representation (6) where â(.) is the Fourier transform of a maximal n × m matrix-valued function. Furthermore, the fundamental representation dilates to a fundamental moving average representation of a stationary process.