Geodesic
Linear transformations of locally stationary processes
Applications of Mathematics, Tome 34 (1989) no. 1, pp. 57-66.

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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.
DOI : 10.21136/AM.1989.104334
Classification : 60G10, 60G12, 60G35
Keywords: harmonizable process; spectral decomposition; locally stationary process; covariance function 
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     author = {Mich\'alek, Ji\v{r}{\'\i}},
     title = {Linear transformations of locally stationary processes},
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Michálek, Jiří. Linear transformations of locally stationary processes. Applications of Mathematics, Tome 34 (1989) no. 1, pp. 57-66. doi : 10.21136/AM.1989.104334. http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104334/

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