| Title:
|
Linear transformations of locally stationary processes (English) |
| Author:
|
Michálek, Jiří |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
34 |
| Issue:
|
1 |
| Year:
|
1989 |
| Pages:
|
57-66 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
harmonizable process |
| Keyword:
|
spectral decomposition |
| Keyword:
|
locally stationary process |
| Keyword:
|
covariance function |
| MSC:
|
60G10 |
| MSC:
|
60G12 |
| MSC:
|
60G35 |
| idZBL:
|
Zbl 0672.60043 |
| idMR:
|
MR0982343 |
| DOI:
|
10.21136/AM.1989.104334 |
| . |
| Date available:
|
2008-05-20T18:35:59Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104334 |
| . |
| Reference:
|
[1] R. A. Silverman: Locally stationary random processes.IRE Transactions of Information Theory IT-3 (1957), 3, 182-187. MR 0090931, 10.1109/TIT.1957.1057413 |
| Reference:
|
[2] M. Loève: Probability Theory.D. van Nostrand, Toronto - New York- London, 1955. MR 0203748 |
| Reference:
|
[3] J. Michálek: Spectral decomposition of locally stationary random processes.Kybernetika 22 (1986), 3, 244-255. MR 0852324 |
| . |
