Linear transformations of locally stationary processes
Aplikace matematiky (1989)
- Volume: 34, Issue: 1, page 57-66
- ISSN: 0862-7940
Access Full Article
top
Abstract
topHow to cite
topMichálek, Jiří. "Linear transformations of locally stationary processes." Aplikace matematiky 34.1 (1989): 57-66. <http://eudml.org/doc/15564>.
@article{Michálek1989,
abstract = {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.},
author = {Michálek, Jiří},
journal = {Aplikace matematiky},
keywords = {harmonizable process; spectral decomposition; locally stationary process; covariance function; harmonizable process; spectral decomposition; locally stationary process; covariance function},
language = {eng},
number = {1},
pages = {57-66},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Linear transformations of locally stationary processes},
url = {http://eudml.org/doc/15564},
volume = {34},
year = {1989},
}
TY - JOUR
AU - Michálek, Jiří
TI - Linear transformations of locally stationary processes
JO - Aplikace matematiky
PY - 1989
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 34
IS - 1
SP - 57
EP - 66
AB - 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.
LA - eng
KW - harmonizable process; spectral decomposition; locally stationary process; covariance function; harmonizable process; spectral decomposition; locally stationary process; covariance function
UR - http://eudml.org/doc/15564
ER -
References
top- R. A. Silverman, 10.1109/TIT.1957.1057413, IRE Transactions of Information Theory IT-3 (1957), 3, 182-187. (1957) MR0090931DOI10.1109/TIT.1957.1057413
- M. Loève, Probability Theory, D. van Nostrand, Toronto - New York- London, 1955. (1955) MR0203748
- J. Michálek, Spectral decomposition of locally stationary random processes, Kybernetika 22 (1986), 3, 244-255. (1986) MR0852324
Citations in EuDML Documents
topNotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.