Geodesic
Non-Stationary Processes and Spectrum
Canadian journal of mathematics, Tome 20 (1968) no. 1, pp. 1203-1206

Voir la notice de l'article provenant de la source Cambridge University Press

In 1964, L. J. Herbst (3) introduced the generalized spectral density Function 1 for a non-stationary process {X(t)} denned by 1 where {η(t)} is a real Gaussian stationary process of discrete parameter and independent variates, the (a;)'s and (σj)'s being constants, the latter, which are ordered in time, having their moduli less than a positive number M. 
Nagabhushanam, K.; Bhagavan, C. S. K. Non-Stationary Processes and Spectrum. Canadian journal of mathematics, Tome 20 (1968) no. 1, pp. 1203-1206. doi: 10.4153/CJM-1968-114-5
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[1] 1. Gnedenko, B. V., The theory of probability (Chelsea, New York, 1962). Google Scholar

[2] 2. Grenander, U. and Rosenblatt, M., Statistical analysis of stationary time series (Wiley, New York, 1957).10.1063/1.3060405 Google Scholar | DOI

[3] 3. Herbst, L. J., Spectral analysis in the presence of variance fluctuations, J. Roy. Statist. Soc. Ser. B 21 (1964), 354–360. Google Scholar

[4] 4. Priestley, M. B., Evolutionary spectra and non-stationary processes, J. Roy. Statist. Soc. Ser. B 27 (1965), 204–237. Google Scholar

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