| Title:
|
Associated spectra of some non-stationary processes (English) |
| Author:
|
Michálek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
6 |
| Year:
|
1988 |
| Pages:
|
428-438 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G10 |
| MSC:
|
60G12 |
| idZBL:
|
Zbl 0662.60051 |
| idMR:
|
MR975852 |
| . |
| Date available:
|
2009-09-24T18:08:40Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124185 |
| . |
| Reference:
|
[1] M. Loève: Probability Theory.Van Nostrand, New York 1963. MR 0203748 |
| Reference:
|
[2] Yu. A. Rozanov: Spectral analysis of abstract function.Teor. Probab. Appl. 4 (1959), 271-287. MR 0117791 |
| Reference:
|
[3] S. Bochner: Stationarity, boundedness, almost periodicity of random valued functions.Proc. Third Berkeley Symp. Math. Statist. and Prob. 2 (1956), 7-27. Zbl 0074.12502, MR 0084883 |
| Reference:
|
[4] I. Kampé de Fériet, F. N. Frankiel: Correlation and spectra of non-stationary random functions.Math. Comp. 16 (1962), 1-21. MR 0137265 |
| Reference:
|
[5] E. Parzen: Spectral analysis of asymptotically stationary time series.Bull. Inst. Internat. Statist. 39 (1962), 87-103. Zbl 0122.37201, MR 0161450 |
| Reference:
|
[6] M. M. Rao: Harmonizable processes: Structure theory.Enseign. Math. 28 (1982), 295-351. Zbl 0501.60046, MR 0684239 |
| Reference:
|
[7] R. A. Silverman: Locally stationary processes.IRE Trans. Inform. Theory IT-3 (1957) 183-187. |
| Reference:
|
[8] J. Michálek: Spectral decomposition of locally stationary random processes.Kybernetika 22 (1986), 3, 244-255. MR 0852324 |
| Reference:
|
[9] J. Michálek: Ergodic properties of locally stationary processes.Kybernetika 22 (1986), 4, 320-328. MR 0868024 |
| Reference:
|
[10] J. Michálek: Locally stationary covariances.In: Trans. Tenth Prague Conference on Inform. Theory, Statist. Dec. Functions, Random Processes, Academia, Prague 1988. MR 1136266 |
| Reference:
|
[11] J. Michálek: Normal covariances.Kybernetika 24 (1988), 1, 17-27. MR 0936550 |
| Reference:
|
[12] H. Cramér: A contribution to the theory of stochastic processes.In: Proceed. of the Second Berkeley Symposium on Math. Statistics and Probability, Berkeley and Los Angeles, University of California Press, 1951. MR 0044771 |
| . |
