A class of stationary stochastic processes
Studia Mathematica, Tome 222 (2014) no. 3, p. 191.

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Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
Classification : 93E03, 93E11, 37L55, 93C55
Mots-clés : stationary stochastic process, spectral density, stochastic realization, meromorphic pseudo-continuation 
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     author = {Victor D. Didenko and Natalia A. Rozhenko},
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Victor D. Didenko; Natalia A. Rozhenko. A class of stationary stochastic processes. Studia Mathematica, Tome 222 (2014) no. 3, p. 191. https://geodesic-test.mathdoc.fr/item/STUMA_2014__222_3_285454/