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The time-domain analysis of a continuous parameter weakly stationary stochastic process
the process (ξ t , -oo < ί < oo) has stationary, orthogonal increments such that \ξ bξ a \ 2 = 16 -α|.These increments are the "differential innovations" of our / t -process; for we shall show (6.6) that the set of S t c( s )dξ s > …