Associated spectra of some non-stationary processes

Jiří Michálek

Kybernetika (1988)

  • Volume: 24, Issue: 6, page 428-438
  • ISSN: 0023-5954

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Michálek, Jiří. "Associated spectra of some non-stationary processes." Kybernetika 24.6 (1988): 428-438. <http://eudml.org/doc/27340>.

@article{Michálek1988,
author = {Michálek, Jiří},
journal = {Kybernetika},
keywords = {asymptotic stationarity; associated spectrum; spectral measure; local stationary processes},
language = {eng},
number = {6},
pages = {428-438},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Associated spectra of some non-stationary processes},
url = {http://eudml.org/doc/27340},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Michálek, Jiří
TI - Associated spectra of some non-stationary processes
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 6
SP - 428
EP - 438
LA - eng
KW - asymptotic stationarity; associated spectrum; spectral measure; local stationary processes
UR - http://eudml.org/doc/27340
ER -

References

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  1. M. Loève, Probability Theory, Van Nostrand, New York 1963. (1963) MR0203748
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  3. S. Bochner, Stationarity, boundedness, almost periodicity of random valued functions, Proc. Third Berkeley Symp. Math. Statist. and Prob. 2 (1956), 7-27. (1956) Zbl0074.12502MR0084883
  4. I. Kampé de Fériet, F. N. Frankiel, Correlation and spectra of non-stationary random functions, Math. Comp. 16 (1962), 1-21. (1962) MR0137265
  5. E. Parzen, Spectral analysis of asymptotically stationary time series, Bull. Inst. Internat. Statist. 39 (1962), 87-103. (1962) Zbl0122.37201MR0161450
  6. M. M. Rao, Harmonizable processes: Structure theory, Enseign. Math. 28 (1982), 295-351. (1982) Zbl0501.60046MR0684239
  7. R. A. Silverman, Locally stationary processes, IRE Trans. Inform. Theory IT-3 (1957) 183-187. (1957) 
  8. J. Michálek, Spectral decomposition of locally stationary random processes, Kybernetika 22 (1986), 3, 244-255. (1986) MR0852324
  9. J. Michálek, Ergodic properties of locally stationary processes, Kybernetika 22 (1986), 4, 320-328. (1986) MR0868024
  10. J. Michálek, Locally stationary covariances, In: Trans. Tenth Prague Conference on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1988. (1988) MR1136266
  11. J. Michálek, Normal covariances, Kybernetika 24 (1988), 1, 17-27. (1988) MR0936550
  12. H. Cramér, A contribution to the theory of stochastic processes, In: Proceed. of the Second Berkeley Symposium on Math. Statistics and Probability, Berkeley and Los Angeles, University of California Press, 1951. (1951) MR0044771

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