Random sequences with normal covariances

Jiří Michálek

Kybernetika (1987)

  • Volume: 23, Issue: 6, page 443-457
  • ISSN: 0023-5954

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Michálek, Jiří. "Random sequences with normal covariances." Kybernetika 23.6 (1987): 443-457. <http://eudml.org/doc/28720>.

@article{Michálek1987,
author = {Michálek, Jiří},
journal = {Kybernetika},
keywords = {symmetric and locally stationary processes; spectral properties; characterizations of normal covariances},
language = {eng},
number = {6},
pages = {443-457},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Random sequences with normal covariances},
url = {http://eudml.org/doc/28720},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Michálek, Jiří
TI - Random sequences with normal covariances
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 6
SP - 443
EP - 457
LA - eng
KW - symmetric and locally stationary processes; spectral properties; characterizations of normal covariances
UR - http://eudml.org/doc/28720
ER -

References

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  1. R. A. Silverman, Locally stationary random processes, IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. (1957) MR0090931
  2. N. Dunford, J. T. Schwartz, Linear Operators, Part II. Interscience Publishers, New York - London 1963. (1963) Zbl0128.34803MR0188745
  3. I. I. Gikhman, A. V. Skorochod, Introduction to the Theory of Random Processes, (in Russian). Nauka, Moscow 1965. (1965) MR0198534
  4. I. C. Yochvidov, Hankel and Toeplitz Matrices and Forms (in Russian), Nauka, Moscow 1974. (1974) 
  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. N. Aronszjan, Theory of reproducing kernels, Trans. Amer. Math. Soc. 63 (1950), 337-404. (1950) MR0051437

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