Linear transformations of locally stationary processes
Michálek, Jiří
Applications of Mathematics, Tome 34 (1989), p. 57-66 / Harvested from Czech Digital Mathematics Library
Access to full text
Full (PDF)

The paper deals with linear transformations of harmonizable locally stationary random processes. Necessary and sufficient conditions under which a linear transformation defines again a locally stationary process are given.

Publié le : 1989-01-01
Classification:  60G10,  60G12,  60G35 
@article{104334,
     author = {Ji\v r\'\i\ Mich\'alek},
     title = {Linear transformations of locally stationary processes},
     journal = {Applications of Mathematics},
     volume = {34},
     year = {1989},
     pages = {57-66},
     zbl = {0672.60043},
     mrnumber = {0982343},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104334}
}

Michálek, Jiří. Linear transformations of locally stationary processes. Applications of Mathematics, Tome 34 (1989) pp. 57-66. http://gdmltest.u-ga.fr/item/104334/

R. A. Silverman Locally stationary random processes, IRE Transactions of Information Theory IT-3 (1957), 3, 182-187. (1957) | Article | MR 0090931

M. Loève Probability Theory, D. van Nostrand, Toronto - New York- London, 1955. (1955) | MR 0203748

J. Michálek Spectral decomposition of locally stationary random processes, Kybernetika 22 (1986), 3, 244-255. (1986) | MR 0852324