SUBORDINATION OF STATIONARY PROCESSES

摘要

Abstract.LetX={X(t),tεT∁ R} be a (L2‐) stationary process and suppose thatN={N(t),t≥ 0} is an infinitely divisible process, independent ofX.ThenX̂={X̂(t) =X(N(t)),t≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original processXand the derived or subordinated