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

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MR Zbl
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 
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
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[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

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