О существовании стационарных последовательностей M-ортогональных случайных величин с заданными ковариациями
On the existence of stationary sequences of $M$-orthogonal random variables with specified covariances
Siberian Electronic Mathematical Reports, 21, 2, 972-977 (2024)
Abstract:
Necessary and sufficient conditions are studied for a covariance matrix of finite size to be interpreted as a covariance matrix of a finite segment of an infinite stationary sequence of random variables.
Keywords: stationary sequence, $m$-dependent random variables, covariance matrix