Locally harmonizable covariance: Spectral analysis

Dominique Dehay; Abdelaziz Loughani

Kybernetika (1994)

  • Volume: 30, Issue: 5, page 543-550
  • ISSN: 0023-5954

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Dehay, Dominique, and Loughani, Abdelaziz. "Locally harmonizable covariance: Spectral analysis." Kybernetika 30.5 (1994): 543-550. <http://eudml.org/doc/28288>.

@article{Dehay1994,
author = {Dehay, Dominique, Loughani, Abdelaziz},
journal = {Kybernetika},
keywords = {locally harmonizable covariance; nonstationary processes; spectral components},
language = {eng},
number = {5},
pages = {543-550},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Locally harmonizable covariance: Spectral analysis},
url = {http://eudml.org/doc/28288},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Dehay, Dominique
AU - Loughani, Abdelaziz
TI - Locally harmonizable covariance: Spectral analysis
JO - Kybernetika
PY - 1994
PB - Institute of Information Theory and Automation AS CR
VL - 30
IS - 5
SP - 543
EP - 550
LA - eng
KW - locally harmonizable covariance; nonstationary processes; spectral components
UR - http://eudml.org/doc/28288
ER -

References

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  1. D. Dehay, Spectral analysis of the covariance kernel of the almost periodically correlated processes, Stochastic Process. Appl. 50 (1994), 315-330. (1994) MR1273778
  2. N. Dunford, J. T. Schwartz, Linear Operators. Part 1: General Theory, Interscience Publishers, New York 1957. (1957) 
  3. R. K. Getoor, The shift operator for non stationary stochastic processes, Duke Math. Journal 23 (1956), 175-187. (1956) Zbl0074.12501MR0074717
  4. M. Loève, Fonctions aléatoires du second ordre, P. Levy: Processus stochastiques et mouvement brownien. Gauthier-Villars, Paris 1948. (1948) 
  5. J. Michálek, Locally stationary covariances, In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Funct. Random Processes, Academia, Prague 1987. (1987) MR1136266
  6. J. Michálek, Spectral decomposition of locally stationary random processes, Kybernetika 22 (1986), 3, 244-255. (1986) MR0852324
  7. J. Michálek, Associated spectra of some nonstationary processes, Kybernetika 24 (1988), 6, 428-438. (1988) MR0975852
  8. J. Michálek, Linear transformation of locally stationary processes, Aplikace Matematiky 34 (1989), 1, 57-66. (1989) MR0982343
  9. M. M. Rao, Harmonizable Processes: Structure Theory, L'Enseignement Mathematique XXVIII (3-4) (1982), 295-351. (1982) Zbl0501.60046MR0684239
  10. Yu. Rozanov, Spectral analysis of abstract functions, Theory Probab. Appl. 4 (1959), 271-287. (1959) Zbl0089.32602MR0117791
  11. R. A. Silverman, Locally stationary random processes, IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. (1957) MR0090931

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