Abstract: The problem of meaningful characterization of the covariance functions, "unit covariances," of two-valued stationary stochastic processes is considered. Some general properties are derived. For some broad classes of unit covariances, corresponding to two-valued processes with a specified structure of axis crossing, complete and explicit characterizations are obtained.
Publication Year: 1972
Publication Date: 1972-07-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 29
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