Multidimensional random processes with normal covariances

Jiří Michálek

Kybernetika (1989)

  • Volume: 25, Issue: 5, page 348-365
  • ISSN: 0023-5954

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Michálek, Jiří. "Multidimensional random processes with normal covariances." Kybernetika 25.5 (1989): 348-365. <http://eudml.org/doc/27491>.

@article{Michálek1989,
author = {Michálek, Jiří},
journal = {Kybernetika},
keywords = {multidimensional locally stationary; normal covariance functions; normal operators},
language = {eng},
number = {5},
pages = {348-365},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Multidimensional random processes with normal covariances},
url = {http://eudml.org/doc/27491},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Michálek, Jiří
TI - Multidimensional random processes with normal covariances
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 5
SP - 348
EP - 365
LA - eng
KW - multidimensional locally stationary; normal covariance functions; normal operators
UR - http://eudml.org/doc/27491
ER -

References

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  1. R. K. Getor, The shift operator for non-stationary stochastic processes, Duke Math. J. 23 (1965), 175-187. (1965) MR0074717
  2. K. Karhunen, Uber lineare Methoden in der Wahrscheinlichkeitsrechnung, Ann. Acad. Sci. Fenn. Ser. A I Math. 37 (1947), 3-79. (1947) MR0023013
  3. M. Loève, Fonctions aléatoires du second ordre, In: P. Lévy, Processus Stochastiques et Mouvement Brownien. Paris 1948. (1948) 
  4. J. Michálek, Random sequences with normal covariances, Kybernetika 23 (1987), 6, 443-457. (1987) MR0922621
  5. J. Michálek, Locally stationary covariances, In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1988, pp. 83-103. (1988) MR1136266
  6. J. Michálek, Normal covariances, Kybernetika 24 (1988), 1, 17-27. (1988) MR0936550
  7. Y. A. Rozanov, Stationary random processes, Fizmatgiz, Moscow 1963. In Russian. (1963) 
  8. R. A. Silverman, Locally stationary random processes, IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. (1957) MR0090931
  9. D. V. Widder, The Laplace Transform, Princeton University Press, Princeton 1946. (1946) MR0005923

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