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)
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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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