Spectral decomposition of locally stationary random processes
Jiří Michálek (1986)
Kybernetika
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Displaying similar documents to “Ergodic properties of locally stationary processes”
Spectral decomposition of locally stationary random processes
Locally harmonizable covariance: Spectral analysis
Dominique Dehay, Abdelaziz Loughani (1994)
Kybernetika
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Linear transformations of locally stationary processes
Jiří Michálek (1989)
Aplikace matematiky
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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.
Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
Jean-Marc Azaïs, Christine Cierco-Ayrolles, Alain Croquette (1999)
ESAIM: Probability and Statistics
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On the tails of the distribution of the maximum of a smooth stationary gaussian process
Jean-Marc Azaïs, Jean-Marc Bardet, Mario Wschebor (2002)
ESAIM: Probability and Statistics
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We study the tails of the distribution of the maximum of a stationary gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order 8, we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [11] for a sufficiently small interval.