Geodesic
Linear transformations of locally stationary processes
Applications of Mathematics, Tome 34 (1989) no. 1, pp. 57-66
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

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.
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 
@article{10_21136_AM_1989_104334,
     author = {Mich\'alek, Ji\v{r}{\'\i}},
     title = {Linear transformations of locally stationary processes},
     journal = {Applications of Mathematics},
     pages = {57--66},
     year = {1989},
     volume = {34},
     number = {1},
     doi = {10.21136/AM.1989.104334},
     mrnumber = {0982343},
     zbl = {0672.60043},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104334/}
}
TY  - JOUR
AU  - Michálek, Jiří
TI  - Linear transformations of locally stationary processes
JO  - Applications of Mathematics
PY  - 1989
SP  - 57
EP  - 66
VL  - 34
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104334/
DO  - 10.21136/AM.1989.104334
LA  - en
ID  - 10_21136_AM_1989_104334
ER  - 
%0 Journal Article
%A Michálek, Jiří
%T Linear transformations of locally stationary processes
%J Applications of Mathematics
%D 1989
%P 57-66
%V 34
%N 1
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104334/
%R 10.21136/AM.1989.104334
%G en
%F 10_21136_AM_1989_104334
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

[1] R. A. Silverman: Locally stationary random processes. IRE Transactions of Information Theory IT-3 (1957), 3, 182-187. | DOI | MR

[2] M. Loève: Probability Theory. D. van Nostrand, Toronto - New York- London, 1955. | MR

[3] J. Michálek: Spectral decomposition of locally stationary random processes. Kybernetika 22 (1986), 3, 244-255. | MR

Cité par Sources :