Displaying similar documents to “A note on Anderson's note on a stationary autoregressive process”

On spectral bandwidth of a stationary random process

Vladimír Klega (1983)

Aplikace matematiky

Similarity:

The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.

Linear transformations of locally stationary processes

Jiří Michálek (1989)

Aplikace matematiky

Similarity:

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.