| Title:
|
Locally harmonizable covariance: Spectral analysis (English) |
| Author:
|
Dehay, Dominique |
| Author:
|
Loughani, Abdelaziz |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
30 |
| Issue:
|
5 |
| Year:
|
1994 |
| Pages:
|
543-550 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G12 |
| idZBL:
|
Zbl 0826.60028 |
| idMR:
|
MR1314350 |
| . |
| Date available:
|
2009-09-24T18:50:35Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125133 |
| . |
| Reference:
|
[1] D. Dehay: Spectral analysis of the covariance kernel of the almost periodically correlated processes.Stochastic Process. Appl. 50 (1994), 315-330. MR 1273778 |
| Reference:
|
[2] N. Dunford, J. T. Schwartz: Linear Operators. Part 1: General Theory.Interscience Publishers, New York 1957. |
| Reference:
|
[3] R. K. Getoor: The shift operator for non stationary stochastic processes.Duke Math. Journal 23 (1956), 175-187. Zbl 0074.12501, MR 0074717 |
| Reference:
|
[4] M. Loève: Fonctions aléatoires du second ordre.P. Levy: Processus stochastiques et mouvement brownien. Gauthier-Villars, Paris 1948. |
| Reference:
|
[5] J. Michálek: Locally stationary covariances.In: Trans. Tenth Prague Conf. on Inform. Theory, Statist. Dec. Funct. Random Processes, Academia, Prague 1987. MR 1136266 |
| Reference:
|
[6] J. Michálek: Spectral decomposition of locally stationary random processes.Kybernetika 22 (1986), 3, 244-255. MR 0852324 |
| Reference:
|
[7] J. Michálek: Associated spectra of some nonstationary processes.Kybernetika 24 (1988), 6, 428-438. MR 0975852 |
| Reference:
|
[8] J. Michálek: Linear transformation of locally stationary processes.Aplikace Matematiky 34 (1989), 1, 57-66. MR 0982343 |
| Reference:
|
[9] M. M. Rao: Harmonizable Processes: Structure Theory.L'Enseignement Mathematique XXVIII (3-4) (1982), 295-351. Zbl 0501.60046, MR 0684239 |
| Reference:
|
[10] Yu. Rozanov: Spectral analysis of abstract functions.Theory Probab. Appl. 4 (1959), 271-287. Zbl 0089.32602, MR 0117791 |
| Reference:
|
[11] R. A. Silverman: Locally stationary random processes.IRE Trans. Inform. Theory IT-3 (1957), 3, 182-187. MR 0090931 |
| . |
